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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Short run bond risk premia
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ECONIS (ZBW)
1,645
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1
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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2
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
Saved in:
3
Financial uncertainty with ambiguity and learning
Liu, Hening
;
Zhang, Yuzhao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
Saved in:
4
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
5
Asset pricing with downside liquidity risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
Saved in:
6
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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7
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
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8
The time variation in
risk
appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
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9
The real response to uncertainty shocks : the
risk
premium channel
Bretscher, Lorenzo
;
Hsu, Alex
;
Tamoni, Andrea
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014288455
Saved in:
10
Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya
;
Meinerding, Christoph
;
Schlag, Christian
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2972-3002
Persistent link: https://www.econbiz.de/10014305472
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