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When it cannot get better or worse : the asymmetric impact of good and bad news on bond returns in expansions and recessions
Beber, Alessandro; Brandt, Michael W. - In: Review of finance : journal of the European Finance … 14 (2010) 1, pp. 119-155
Persistent link: https://www.econbiz.de/10003989521
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Determinants of sovereign risk : macroeconomic fundamentals and the pricing of sovereign debt
Hilscher, Jens; Nosbusch, Yves - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 235-262
Persistent link: https://www.econbiz.de/10003989548
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The price of future liquidity : time-varying liquidity in the U.S. treasury market
Goldreich, David; Hanke, Bernd; Nath, Purnendu - In: Review of finance : journal of the European Finance … 9 (2005) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10002866900
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Special repo rates and the cross-section of bond prices : the role of the special collateral risk premium*
D'Amico, Stefania; Pancost, N. Aaron - In: Review of finance : journal of the European Finance … 26 (2022) 1, pp. 117-162
Persistent link: https://www.econbiz.de/10012878874
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Bond variance risk premiums
Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea - In: Review of finance : journal of the European Finance … 21 (2017) 3, pp. 987-1022
Persistent link: https://www.econbiz.de/10011803777