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Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle

Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10012873873

Are green bonds priced lower than their conventional peers?

Wu, Yue - In: Emerging markets review 52 (2022), pp. 1-24

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Equity investor sentiment and bond market reaction : test of overinvestment and capital flow hypotheses

Chen, Wen - In: Journal of financial markets 55 (2021), pp. 1-20

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Co-movement, spillovers and excess returns in global bond markets

Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015

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Risks in macroeconomic fundamentals and excess bond returns predictability

De Rezende, Rafael B. - 2015 - February 2015

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...

Persistent link: https://www.econbiz.de/10010478516

The Japan municipal bond yield curve : 2002 to the present

Hattori, Takahiro; Miyake, Hiroki - In: International journal of economics and finance 8 (2016) 6, pp. 118-128

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Disappointment aversion, term structure, and predictability puzzles in bond markets

Augustin, Patrick; Tédongap, Roméo - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6266-6293

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Term structure analysis based on a static model of inter-bank bond market

Wang, Feihang; Wang, Feiting; Zhang, Li - In: International journal of services technology and management 22 (2016) 1/2, pp. 63-73

Persistent link: https://www.econbiz.de/10011645313

Does communicating a numerical inflation target anchor inflation expectations? : evidence & bond market implications

Bundick, Brent; Smith, Andrew Lee - 2018

Persistent link: https://www.econbiz.de/10011846465

Inflation-adjusted bonds, swaps, and derivatives

Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471

Persistent link: https://www.econbiz.de/10014426345

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