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Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
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The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B. - In: Journal of international money and finance 74 (2017), pp. 165-186
Persistent link: https://www.econbiz.de/10011787934
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Sovereign bond yield spreads : a time-varying coefficient approach
Bernoth, Kerstin; Erdogan, Burcu - In: Journal of international money and finance 31 (2012) 3, pp. 639-656
Persistent link: https://www.econbiz.de/10009632010
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Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
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Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
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Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe; Jasinski, A.; Tokpavi, S. - In: Journal of international money and finance 137 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
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Flights to safe assets in bond markets : evidence from emerging market economies
Janus, Jakub - In: Journal of international money and finance 139 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014478245
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The information in joint term structures of bond yields
Meldrum, Andrew; Raczko, Marek; Spencer, Peter D. - In: Journal of international money and finance 134 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014304808
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What uncertainty does to euro area sovereign bond markets : flight to safety and flight to quality
Costantini, Mauro; Sousa, Ricardo M. - In: Journal of international money and finance 122 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013433547
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Domestic macroeconomic news and foreign interest rates
Becker, Kent Gregory - In: Journal of international money and finance 14 (1995) 6, pp. 763-783
Persistent link: https://www.econbiz.de/10001194452