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Bond risks based on factor volatilities

Staub, Renato - 1996

Persistent link: https://www.econbiz.de/10000605389

Risk premia on Swiss government bonds and sectoral stock indexes during international crises

Nitschka, Thomas - In: Aussenwirtschaft : schweizerische Zeitschrift für … 67 (2016) 2, pp. 51-67

Persistent link: https://www.econbiz.de/10011603230

Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas

Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93

Persistent link: https://www.econbiz.de/10011534370

Emerging market bond returns : an investor perspective

Jüttner, Dieter Johannes P.; Chung, David; Leung, Wayne - 2004

Persistent link: https://www.econbiz.de/10002214353

Emerging market bond returns - an investor perspective

Jüttner, Dieter Johannes P.; Chung, David; Leung, Wayne - In: Journal of multinational financial management 16 (2006) 2, pp. 105-121

Persistent link: https://www.econbiz.de/10003300807

Do Global Stocks Outperform US Treasury Bills?

Bessembinder, Hendrik - 2020

We study compound returns to nearly 62,000 global common stocks during the 1990 to 2018 period, documenting that the majority, 56% of US stocks and 61% of non-US stocks, under perform one-month US Treasury bills over the full sample. Focusing on aggregate shareholder wealth creation measured in...

Persistent link: https://www.econbiz.de/10012848696

Forecasting financial markets and understanding the role of monetary policy

Willner, Marco - 2010

Persistent link: https://www.econbiz.de/10008990760

The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

Persistent link: https://www.econbiz.de/10011963922

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

Emerging market local currency bond yields and foreign holdings : a fortune or misfortune?

Ebeke, Christian; Lu, Yinqiu - In: Journal of international money and finance 59 (2015), pp. 203-219

Persistent link: https://www.econbiz.de/10011478334