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The fiscal roots of inflation
Cochrane, John H. - 2019
Persistent link: https://www.econbiz.de/10012102605
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The value of government debt
Cochrane, John H. - 2019
Persistent link: https://www.econbiz.de/10012102621
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Portfolios for long-terminvestors
Cochrane, John H. - 2021
Persistent link: https://www.econbiz.de/10012505796
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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. - Institut für Schweizerisches Bankwesen <Zürich> - 2007
We examine empirically the response of bond returns and their volatility to good and bad macroeconomic news in economic expansions and recessions. We find that the information content of macroeconomic announcements is mostimportant when it contains bad news for bond returns in expansions and,...
Persistent link: https://www.econbiz.de/10005858024