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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.; Crosby, John; Gao, Xiaohui; Hansen, … - In: Journal of financial economics 150 (2023) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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Informed trading in government bond markets
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - In: Journal of financial economics 142 (2021) 3, pp. 1253-1274
Persistent link: https://www.econbiz.de/10012875940
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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Stock and bond market interaction : does momentum spill over?
Gebhardt, William R.; Hvidkjær, Søren; Swaminathan, … - In: Journal of financial economics 75 (2005) 3, pp. 651-690
Persistent link: https://www.econbiz.de/10002637961
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Systematic default and return predictability in the stock and bond markets
Bao, Jack; Hou, Kewei; Zhang, Shaojun - In: Journal of financial economics 149 (2023) 3, pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
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The impact of Treasury supply on financial sector lending and stability
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Journal of financial economics 118 (2015) 3, pp. 571-600
Persistent link: https://www.econbiz.de/10011480539
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The relative pricing of US Treasury STRIPS : empirical evidence
Jordan, Bradford D.; Jorgensen, Randy D.; Kuipers, David R. - In: Journal of financial economics 56 (2000) 1, pp. 89-123
Persistent link: https://www.econbiz.de/10001468747
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The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias; Longstaff, Francis A. - In: Journal of financial economics 137 (2020) 3, pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
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Quantitative easing auctions of Treasury bonds
Song, Zhaogang; Zhu, Haoxiang - In: Journal of financial economics 128 (2018) 1, pp. 103-124
Persistent link: https://www.econbiz.de/10011969112
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Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo; Nagel, Stefan; Song, Zhaogang - In: Journal of financial economics 143 (2022) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10013350623