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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Eberhard Karls Universität Tübingen
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ECONIS (ZBW)
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1
Bond
risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
2
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
3
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
Saved in:
4
Role of global, regional, and advanced market economic policy uncertainty on
bond
spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
5
Instantaneous
volatility
of the yield curve, variance risk premium and
bond
return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
6
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Saved in:
7
What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of banking & finance
67
(
2016
),
pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
Saved in:
8
Distress risk premia in expected stock and
bond
returns
Zhang, Andrew Jianzhong
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
Saved in:
9
Swedish stock and
bond
returns, 1856 - 2012
Waldenström, Daniel
-
2014
,
volatility
and cross-country returns correlations, and computation of equity risk premia across holding periods and historical …
Persistent link: https://www.econbiz.de/10010360953
Saved in:
10
Swedish stock and
bond
returns, 1856 - 2012
Waldenström, Daniel
-
2014
,
volatility
and cross-country returns correlations, and computation of equity risk premia across holding periods and historical …
Persistent link: https://www.econbiz.de/10010391440
Saved in:
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