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The time-varying bond risk premia in China
Zhang, Han; Guo, Bin; Liu, Lanbiao - In: Journal of empirical finance 65 (2022), pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
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Bond portfolio optimization using dynamic factor models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Journal of empirical finance 37 (2016), pp. 128-158
Persistent link: https://www.econbiz.de/10011662973
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Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
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Bond vs stock market's Q : testing for stability across frequencies and over time
Gallegati, Marco; Ramsey, James B. - In: Journal of empirical finance 24 (2013), pp. 138-150
Persistent link: https://www.econbiz.de/10010371984
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Bond and stock market response to unexpected dividend changes
Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011489208
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Time-varying integration of the sovereign bond markets in European post-transition economies
Posedel Šimović, Petra; Tkalec, Marina; Vizek, Maruška; … - In: Journal of empirical finance 36 (2016), pp. 30-40
Persistent link: https://www.econbiz.de/10011662743
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The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis
Beck, Roland; Georgiadis, Georgios; Gräb, Johannes - In: Journal of empirical finance 38 (2016), pp. 449-460
Persistent link: https://www.econbiz.de/10011664794
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Empirical analysis of the international public covered bond market
Gürtler, Marc; Neelmeier, Philipp - In: Journal of empirical finance 46 (2018), pp. 163-181
Persistent link: https://www.econbiz.de/10012103424
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Bond issuance and the funding choices of European banks : the consequences of public debt
Rancan, Michela; Cariboni, Jessica; Keasey, Kevin; … - In: Journal of empirical finance 74 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477059
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The economic value of predicting bond risk premia
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of empirical finance 37 (2016), pp. 247-267
Persistent link: https://www.econbiz.de/10011663051