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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10003984445
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Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns
Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1493-1520
Persistent link: https://www.econbiz.de/10009424102
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
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Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.; Melone, Alessandro; Tamoni, Andrea - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
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How Does Liquidity Affect Government Bond Yields?
Favero, Carlo; Pagano, Marco; von Thadden, Ernst-Ludwig - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 107-135
Persistent link: https://www.econbiz.de/10008413035