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ECONIS (ZBW)
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RePEc
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1
Expected returns,
risk
and the integration of international bond markets
Barr, David G.
;
Priestley, Richard
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10001896633
Saved in:
2
Uncertainty and the yield curve
Hackworth, J. F.
- In:
Economics letters
98
(
2008
)
3
,
pp. 259-268
Persistent link: https://www.econbiz.de/10003719196
Saved in:
3
Taking the long view
Blake, David
;
Boardman, Tom
;
Cairns, Andrew
;
Dowd, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003839482
Saved in:
4
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
5
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003726386
Saved in:
6
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003732629
Saved in:
7
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
;
Xia, Yihong
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Saved in:
8
An international test of the Fed model
Aubert, Samuel
;
Giot, Pierre
- In:
The journal of asset management
8
(
2007/08
)
2
,
pp. 86-100
Persistent link: https://www.econbiz.de/10003502611
Saved in:
9
Stock returns and volatility in two regime markets : international evidence
Paudyal, Krishna
- In:
International review of financial analysis
6
(
1997
)
3
,
pp. 209-228
Persistent link: https://www.econbiz.de/10001248794
Saved in:
10
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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