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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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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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How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of empirical finance 28 (2014), pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
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Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide - In: Journal of empirical finance 57 (2020), pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
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Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl; Ellen, Saskia ter; He, Xue-zhong; Wu, Eliza - In: Journal of empirical finance 32 (2015), pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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Financial sector linkages and the dynamics of bank and sovereign credit spreads
Kallestrup, René; Lando, David; Murgoci, Agatha - In: Journal of empirical finance 38 (2016), pp. 374-393
Persistent link: https://www.econbiz.de/10011664771
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Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 18 (2011) 5, pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
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Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of empirical finance 26 (2014), pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
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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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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