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Dividend growth predictability and the price-dividend ratio
Piatti, Ilaria; Trojani, Fabio - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 130-158
Persistent link: https://www.econbiz.de/10012156570
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Information in the term structure : a forecasting perspective
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5255-5277
Persistent link: https://www.econbiz.de/10012625107
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Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.; Dorion, Christian; Jacobs, Kris; … - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
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Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick; Tédongap, Roméo - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
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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
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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
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz; Kalogeropoulos, Konstantinos; … - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894
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Unspanned global macro risks in bond returns
Zhao, Feng; Zhou, Guofu; Zhum, Xiaoneng - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767