Similar Search Results - EconBiz

Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540

Persistent link: https://www.econbiz.de/10012000665

Macro-expectations, aggregate uncertainty, and expected term premia

Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas - In: European economic review : EER 58 (2013), pp. 58-80

Persistent link: https://www.econbiz.de/10009713167

Risks in macroeconomic fundamentals and excess bond returns predictability

De Rezende, Rafael B. - 2015 - February 2015

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I … extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they … unemployment rate. In addition, factors provide information about bond risk premia variation that is largely unrelated to that …

Persistent link: https://www.econbiz.de/10010478516

Economic policy uncertainty, financial markets and probability of US recessions

Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265

Persistent link: https://www.econbiz.de/10010505323

Macroeconomic volatilities and long-run risks of asset prices

Zhou, Guofu; Zhu, Yingzi - In: Management science : journal of the Institute for … 61 (2015) 2, pp. 413-430

Persistent link: https://www.econbiz.de/10010490848

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

Validating the expectations hypothesis as a set of uncertain restrictions

Carriero, Andrea - 2004

Persistent link: https://www.econbiz.de/10003232937

Hedging interest-rate risk with term-structure factor models

Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005

Persistent link: https://www.econbiz.de/10003055173

Die Geldmarktsteuerung der Europäischen Zentralbank und das Geldangebot der Banken : mit 12 Tabellen

Nautz, Dieter - 2000

Persistent link: https://www.econbiz.de/10001472967

The term structure of monetary policy uncertainty

Bundick, Brent; Herriford, Trenton; Smith, Andrew Lee - 2022

Persistent link: https://www.econbiz.de/10013167651

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the