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Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

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Corporate yields and sovereign yields

Bevilaqua, Julia; Hale, Galina; Tallman, Eric - In: Journal of international economics 124 (2020), pp. 1-15

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Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

nominal government bond yields and the stock price dynamics of six major economies from 1988 until 2019. We calibrate the …-year government bond yields allows one to generate articifical time series of bond yields and price-consumption ratios that follow the …

Persistent link: https://www.econbiz.de/10013327990

Green Bond and shareholders' wealth : a multi-country event study

Siti Nurhidayah Mohd Roslen; Yee, Lee Sin; Salizatul … - In: International journal of globalisation and small … 9 (2017) 1, pp. 61-69

Persistent link: https://www.econbiz.de/10011803122

Discussion of delegated trade and the pricing of public and private information

Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109

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Dividend growth and equity premium predictability

Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137

Persistent link: https://www.econbiz.de/10012033679

Oil risk and asset returns : evidence from emerging markets in the Middle East

Nikkinen, Jussi; Saleem, Kashif; Martikainen, Minna; … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 169-189

Persistent link: https://www.econbiz.de/10010465076

Stock price dynamics of China : what do the asset markets tell us about the Chinese utility function?

Kwan, Yum-keung; Dong, Jinyue - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 77-108

Persistent link: https://www.econbiz.de/10010465138

Disaster risk and asset returns : an international perspective

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