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Asymmetry in government bond returns

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Asymmetry in Government Bond Returns

Fujiwara, Ippei - 2013

Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities. This...

Persistent link: https://www.econbiz.de/10013086343