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Influence of COVID-induced fear on sovereign bond yield

Paule-Vianez, Jessica; Orden-Cruz, Carmen; … - In: Economic research 35 (2022) 1,2, pp. 2173-2190

Persistent link: https://www.econbiz.de/10014382064

Spot and future return dynamics in an emerging market

Lischewski, Judith - 2010

Persistent link: https://www.econbiz.de/10009125421

Essays on the procyclicality of financial cycles and the vulnerability of emerging markets

Garabedian, Garo - 2016

Persistent link: https://www.econbiz.de/10011472080

Do traders benefit from riding the T-bill yield curve?

Mercer, Jeffrey M.; Moore, Mark E.; Winters, Drew B. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10003909608

Decomposing Momentum Spread

Guo, James Tengyu - 2019

Since momentum arbitrage activity, buying winners and selling losers, effectively enlarges the return spread between these two groups, I find that the momentum spread (the difference of the formation-period recent 6-month returns between winners and losers) negatively predicts future momentum...

Persistent link: https://www.econbiz.de/10012870782

Reaching for Yield and Bond Returns

Chen, Qianwen - 2020

We examine the pricing implications of reaching for yield, which we define as a preference for bonds with higher yields … at a given rating or for bonds with higher ratings at given yields. Reaching for yield is associated with high valuation … and thus negatively predicts cross-sectional bond returns. Controlling for ratings, alphas are lower for higher-yield …

Persistent link: https://www.econbiz.de/10012851685