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Macroeconomic surprises and short-term behaviour in bond futures

Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866

Persistent link: https://www.econbiz.de/10003233767

Commodity price uncertainty as a leading indicator of economic activity

Triantafyllou, Athanasios; Bakas, Dimitrios; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4194-4219

Persistent link: https://www.econbiz.de/10014429302

How do bond, equity and commodity cycles interact?

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156

Persistent link: https://www.econbiz.de/10011807742

Crude oil price volatility dynamics and the Great Recession

Nonejad, Nima - In: Applied economics letters 26 (2019) 8, pp. 622-627

Persistent link: https://www.econbiz.de/10012204288

Crude oil and agricultural futures : an analysis of correlation dynamics

Silvennoinen, Annastiina; Thorp, Susan - 2015

Persistent link: https://www.econbiz.de/10011777147

Systematic risk, debt maturity, and the term structure of credit spreads

Chen, Hui; Xu, Yu; Yang, Jun - 2012

Persistent link: https://www.econbiz.de/10009628112

Systematic risk, debt maturity and the term structure of credit spreads

Chen, Hui; Xu, Yu; Yang, Jun - 2012

We build a dynamic capital structure model to study the link between systematic risk exposure and debt maturity, as … the maturity structure. Relative to short-term debt, long-term debt is less prone to rollover risks, but its illiquidity … favour longer debt maturity, as well as a more stable maturity structure over the business cycle. Pro-cyclical debt maturity …

Persistent link: https://www.econbiz.de/10009583690