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Analysis of sovereign yield spreads behavior : the French bonds case

Vasilev, Aleksandar - 2015

. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of … on the yield spread of French 10-year bonds, relative to the German Bund of the same maturity for the period January 1999 …

Persistent link: https://www.econbiz.de/10011500193

Time-varying expected returns in international bond markets

Ilmanen, Antti - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 481-506

Persistent link: https://www.econbiz.de/10001184817

International stock return predictability under model uncertainty

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591