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Forecasting the bond market
Wright, Stephen - 1995
Persistent link: https://www.econbiz.de/10000560169
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Multi-level factor analysis of bond risk premia
Kim, Dukpa; Kim, Yunjung; Bak, Yuhyeon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011897566
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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
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Forecasting European equity and bond returns for tactical asset allocation
Beckers, Stan; Blair, Bevan - In: Handbuch Asset Allocation : innovative Konzepte zur …, (pp. 267-286). 2003
Persistent link: https://www.econbiz.de/10001774847
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The predictability of excess returns in the emerging bond markets
Gau, Yin-feng; Liao, Wen-ju - In: Applied financial economics 22 (2012) 16/18, pp. 1429-1451
Persistent link: https://www.econbiz.de/10009626061
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas; Christensen, Bent Jesper; Nielsen, … - In: Journal of econometrics 160 (2011) 1, pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
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Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus - 2000
Persistent link: https://www.econbiz.de/10001461424
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003341264
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Expected Business Conditions and Bond Risk Premia
Eriksen, Jonas N. - 2018
forecast performance relative to models using information derived from the current term structure or macroeconomic variables …
Persistent link: https://www.econbiz.de/10012937778