Similar Search Results

Seasonality in government bond returns and factor premia

Zaremba, Adam; Schabek, Tomasz - In: Research in international business and finance 41 (2017), pp. 292-302

Persistent link: https://www.econbiz.de/10011914502

Cross-sectional seasonalities in international government bond returns

Zaremba, Adam - In: Journal of banking & finance 98 (2019), pp. 80-94

Persistent link: https://www.econbiz.de/10012162242

The cross section of international government bond returns

Zaremba, Adam; Czapkiewicz, Anna - In: Economic modelling 66 (2017), pp. 171-183

Persistent link: https://www.econbiz.de/10011813710

Return seasonalities in government bonds and macroeconomic risk

Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116

Persistent link: https://www.econbiz.de/10012121248

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

The sources of momentum in international government bond returns

Zaremba, Adam; Kambouris, George - In: Applied economics 51 (2019) 8, pp. 848-857

Persistent link: https://www.econbiz.de/10012196480

Air temperature and sovereign bond returns

Kizys, Renatas; Rouatbi, Wael; Umar, Zaghum; Zaremba, Adam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 179-209

Persistent link: https://www.econbiz.de/10014532260

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Short-term momentum (almost) everywhere

Zaremba, Adam; Long, Huaigang; Karathanasopoulos, Andreas - In: Journal of international financial markets, … 63 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012263330

Interest rate changes and the cross-section of global equity returns

Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014249731

1
2
3
4
5
6
7
8
9
10
Next
Last