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~type_genre:"Aufsatz in Zeitschrift"
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77
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73
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72
Creedy, John
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Xuan Vinh Vo
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ECONIS (ZBW)
133,101
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1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
2
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
3
Downturns and changes in the yield slope
Abbritti, Mirko
;
Equiza, Juan
;
Moreno, Antonio
;
Trani, …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 673-701
Persistent link: https://www.econbiz.de/10014532378
Saved in:
4
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
5
Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr
- In:
Eastern European economics : EEE
62
(
2024
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10014551375
Saved in:
6
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:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
9
Macro-expectations, aggregate uncertainty, and expected term premia
Dick, Christian D.
;
Schmeling, Maik
;
Schrimpf, Andreas
- In:
European economic review : EER
58
(
2013
),
pp. 58-80
Persistent link: https://www.econbiz.de/10009713167
Saved in:
10
Forecasting US bond returns : a practitioner's perspective
Mylnikov, George
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
3
,
pp. 124-136
Persistent link: https://www.econbiz.de/10010365489
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