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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora - In: Finance research letters 47 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
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Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries
Kita, Arben; Tortorice, Daniel L. - 2018
Persistent link: https://www.econbiz.de/10012063682
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Bond laddering and bond indexing : an empirical comparison
Cheung, C. Sherman; Miu, Peter - In: Financial services review : the journal of individual … 26 (2017) 2, pp. 181-203
Persistent link: https://www.econbiz.de/10011761473
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An analysis of the determinants of inflation-linked bond prices in Korea
Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific journal of financial studies 47 (2018) 5, pp. 605-633
Persistent link: https://www.econbiz.de/10012009586
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Ex-ante real rates and inflation risk premiums : a consumption-based approach
Balsam, Ayelet; Kandel, Shmuel; Levy, Ori - 1998
Persistent link: https://www.econbiz.de/10000995518
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds
Barr, David G.; Pesaran, Bahram - 1995
Persistent link: https://www.econbiz.de/10000907732
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An assessment of the relative importance of real interest rates, inflation, and term premiums in determining the prices of real and nominal UK bonds
Barr, David G. - In: The review of economics and statistics 79 (1997) 3, pp. 362-366
Persistent link: https://www.econbiz.de/10001225776
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Empirical study on the factors affecting bond market returns-evidence from Indian markets
Sharma, S. C.; Chhabra, Bhavna; Saxena, Navneet - In: International journal of bonds and derivatives 4 (2020) 2, pp. 114-125
Persistent link: https://www.econbiz.de/10012505157