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The performance of US bond mutual funds
Clare, Andrew D.; O'Sullivan, Niall; Sherman, Meadhbh; … - In: International review of financial analysis 61 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012206673
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Optimizing cross-asset carry
Baltas, Nick - In: Factor investing : from traditional to alternative risk …, (pp. 317-364). 2017
Persistent link: https://www.econbiz.de/10011796432
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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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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
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Monetary policy and bond risk premia in the US and the UK
Żurowski, Wojciech - 2016
the variation of excess bond risk premia in the sample. Additionally, the factor unveils differences between monetary …
Persistent link: https://www.econbiz.de/10011870652
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An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun; Wang, Feifei - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 11, pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
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The Universe of Leveraged Bank Loan and High Yield Bond U.S. Mutual Funds
Banegas, Ayelen - 2020
Yield Bond (HYB) MFs on several dimensions …
Persistent link: https://www.econbiz.de/10012847224
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The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Han, Yingwei; Li, Jie - In: International review of financial analysis 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013366150
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Shrinking the Term Structure
Filipović, Damir; Pelger, Markus; Ye, Ye - 2022
principles. Empirically, we show that four factors explain the discount bond excess return curve and term structure premium. Cash …
Persistent link: https://www.econbiz.de/10013403311