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2005 god nastupil: estʹ li povod dlja optimizma?
Moiseev, Aleksej; Matveeva, Anna - 2005
Persistent link: https://www.econbiz.de/10002814473
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Forecasting the bond market
Wright, Stephen - 1995
Persistent link: https://www.econbiz.de/10000560169
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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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A factor analysis of bond risk premia
Ludvigson, Sydney C.; Ng, Serena - 2009
"This paper uses the factor augmented regression framework to analyze the relation between bond excess returns and the macro economy. Using a panel of 131 monthly macroeconomic time series for the sample 1964:1-2007:12, we estimate 8 static factors by the method of asymptotic principal...
Persistent link: https://www.econbiz.de/10003866851
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Fixed income and microfinance
Knoepfel, Ivo; Hagart, Gordon - In: Sustainable investing : the art of long-term performance, (pp. 107-115). 2008
Persistent link: https://www.econbiz.de/10003825502
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The status quo bias of bond market analysts
Gubaydullina, Zulia; Hein, Oliver; Spiwoks, Markus - 2011
Persistent link: https://www.econbiz.de/10008840232
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Trapped in the here and now : new insights into financial market analyst behavior
Spiwoks, Markus; Gubaydullina, Zulia; Hein, Oliver - 2011
Persistent link: https://www.econbiz.de/10008840235
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A long-run risks explanation of predictability puzzles in bond and currency markets
Bansal, Ravi; Shaliastovich, Ivan - 2010
Persistent link: https://www.econbiz.de/10009355424
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The status quo bias of bond market analysts
Gubaydullina, Zulia; Hein, Oliver; Spiwoks, Markus - In: Journal of applied finance & banking 1 (2011) 1, pp. 31-51
status quo bias. We evaluated interest rate forecast series from twelve industrial nations. This revealed that, on average …, forecasts were much too close to the status quo - the current interest rate at the time when the forecast was made. With the aid …
Persistent link: https://www.econbiz.de/10009241527
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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