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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
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Leverage expectations and bond credit spreads
Flannery, Mark J.; Nikolova, Stanislava Stas; Öztekin, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
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Term structure, inflation, and real activity
Berardi, Andrea - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 987-1011
Persistent link: https://www.econbiz.de/10003901214
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Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania; Kim, Don H.; Wei, Min - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
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The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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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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Inflation forecast errors and time variation in term premia
De Bondt, Werner Franciscus Marcel - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 4, pp. 479-496
Persistent link: https://www.econbiz.de/10001137820
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Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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Seasonality in daily bond returns
Jordan, Susan D. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10001106730