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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 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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The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
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Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
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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
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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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A causal link between bond liquidity and stock returns
Anderson, Mike - In: Journal of empirical finance 44 (2017), pp. 190-208
Persistent link: https://www.econbiz.de/10011818019
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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Equity premium predictions with many predictors : A risk-based explanation of the size and value factors
Stivers, Adam - In: Journal of empirical finance 45 (2018), pp. 126-140
Persistent link: https://www.econbiz.de/10012102421