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The business cycle and impacts of economic news on financial markets
Cakan, Esin - In: Journal of business & economics research 10 (2012) 6, pp. 385-390
Persistent link: https://www.econbiz.de/10009567443
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Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market
Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model allows for asymmetric risk premia, causality...
Persistent link: https://www.econbiz.de/10012422545
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Asset pricing and impact investing with pro-environmental preferences
Zerbib, Olivier David - 2020
Persistent link: https://www.econbiz.de/10012312117
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Macroeconomics determinants of the correlation between stocks and bonds
Pericoli, Marcello - 2018
Persistent link: https://www.econbiz.de/10011941274
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Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.; Nitschka, Thomas - 2017
Persistent link: https://www.econbiz.de/10011794321
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Yield curve construction : a note on the Moldovan bond market
Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10013407309
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Global risk premia on international stock and bond markets
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000621233
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Investing in junk bonds : inside the high yield debt market
Altman, Edward I.; Nammacher, Scott A. - 1987 - 1. [print.]
Persistent link: https://www.econbiz.de/10000121803
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - 2008
Persistent link: https://www.econbiz.de/10003640618
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Bond supply and excess bond returns
Vayanos, Dimitri (contributor); Greenwood, Robin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003755084