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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Essays in financial economics and credit risk
Hilscher, Jens - 2005
Persistent link: https://www.econbiz.de/10003384505
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Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003501713
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Common and idiosyncratic fluctuations of interest rates from various issuers : a dynamic factor approach
Kim, Hwagyun - 2003
Persistent link: https://www.econbiz.de/10003628411
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The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables
Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10001982951
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Are long-term bond yields excessively volatile?
Zhu, Zhen - In: Journal of economic studies 28 (2001) 6, pp. 433-445
Persistent link: https://www.econbiz.de/10001639039
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Stochastic volatilities and correlations of bond yields
Han, Bing (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905452
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789