Similar Search Results

Predicting bond betas using macro-finance variables

Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199

Persistent link: https://www.econbiz.de/10012418702

Split ratings and debt-signaling in bond markets : a note

Ismail, Ashraf; Oh, Seunghack; Arsyad, Nuruzzaman - In: Review of financial economics : RFE 24 (2015), pp. 36-41

Persistent link: https://www.econbiz.de/10011317830

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Obadović, Milica; Petrović, Evica; Vunjak, Nenad; … - In: Economic research 29 (2016) 1, pp. 475-484

Persistent link: https://www.econbiz.de/10012221663

Bond funds and fixed-income market liquidity : a stress-testing approach

Arora, Rohan; Bédard-Pagé, Guillaume; Ouellet … - 2019

Persistent link: https://www.econbiz.de/10011996809

What happens to bond liquidity when some bonds of the issuer mature?

Stock, Duane R.; Wang, Runzu - In: The journal of fixed income : JFI 33 (2023) 1, pp. 43-56

Persistent link: https://www.econbiz.de/10014310190

Ambiguity, nominal bond yields and real bond yields

Zhao, Guihai - 2018

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal … growth evolve over time under the true distribution, and this difference makes excess returns on long-term bonds predictable …

Persistent link: https://www.econbiz.de/10011864574

Contagion effect on bond portfolio risk measures in a hybrid credit risk model

Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139

Persistent link: https://www.econbiz.de/10010441202

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

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

Permanent trading impacts and bond yields

Dufour, Alfonso; Nguyen, Minh - In: The European journal of finance 18 (2012) 9/10, pp. 841-864

Persistent link: https://www.econbiz.de/10009691777

1
2
3
4
5
6
7
8
9
10
Next
Last