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1
A global factor in variance risk premia and local
bond
pricing
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443308
Saved in:
2
Nominal rigidities and the term structures of equity and
bond
returns
Lopez, Pierlauro
;
López-Salido, José David
; …
-
2023
Persistent link: https://www.econbiz.de/10014295541
Saved in:
3
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
The co-integration of CDS and bonds in time-varying
volatility
dynamics : do credit risk swaps lower
bond
risks?
Li, Leon
;
Scrimgeour, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
-- Chapter 5
Bond
valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …
Persistent link: https://www.econbiz.de/10014337024
Saved in:
6
Estimating yield spreads
volatility
using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
7
Yield curves from different
bond
data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
Saved in:
8
Bond
variance risk premia
Mueller, Philippe
;
Vedolin, Andrea
;
Yen, Yu-min
-
2012
Persistent link: https://www.econbiz.de/10009552228
Saved in:
9
Bond
market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas
- In:
Journal of international money and finance
83
(
2018
),
pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
Saved in:
10
Enhancing estimation for interest rate diffusion models with
bond
prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
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