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Forecasting bond returns using jumps in intraday prices
Duyvesteyn, Johan; Martens, Martin; Nic, Siawash Safavi - In: The journal of fixed income 20 (2010/11) 4, pp. 80-90
Persistent link: https://www.econbiz.de/10009007989
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Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
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Emerging government bond market timing
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 23 (2014) 3, pp. 36-49
Persistent link: https://www.econbiz.de/10010388892
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Political risk and expected government bond returns
Duyvesteyn, Johan; Martens, Martin; Verwijmeren, Patrick - In: Journal of empirical finance 38 (2016), pp. 498-512
Persistent link: https://www.econbiz.de/10011664803
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Carry investing on the yield curve
Martens, Martin; Beekhuizen, Paul; Duyvesteyn, Johan; … - In: Financial analysts journal : FAJ 75 (2019) 4, pp. 51-63
Persistent link: https://www.econbiz.de/10012195949
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FORECASTING BOND RETURNS USING JUMPS IN INTRADAY PRICES
Duyvesteyn, Johan; Martens, Martin; Safavi Nic, Siawash - In: The journal of fixed income 20 (2011) 4, pp. 80-91
Persistent link: https://www.econbiz.de/10008993325