Similar Search Results

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

Bond and stock market response to unexpected dividend changes

Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011489208

An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields

Guarín, Alexander; Moreno, José Fernando; Vargas H., … - In: Ensayos sobre política económica 32 (2014), pp. 68-86

Persistent link: https://www.econbiz.de/10011504642

Do EFTs outperform CEFs in fixed income investing?

Chang, C. Edward; Krueger, Thomas M.; Witte, H. Doug - In: American journal of business : applying research to … 30 (2015) 4, pp. 231-246

Persistent link: https://www.econbiz.de/10011516074

Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets

Humpe, Andreas; McMillan, David G. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 3, pp. 415-444

Persistent link: https://www.econbiz.de/10011555125

Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches

Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first-order stochastic dominance and no arbitrage opportunity...

Persistent link: https://www.econbiz.de/10011556251

Measuring bond mutual fund performance with portfolio characteristics

Moneta, Fabio - In: Journal of empirical finance 33 (2015), pp. 223-242

Persistent link: https://www.econbiz.de/10011556885

Overseas unspanned factors and domestic bond returns

Meldrum, Andrew; Raczko, Marek; Spencer, Peter - 2016

Persistent link: https://www.econbiz.de/10011557419

Capturing short-term and long-term alpha of global bond portfolios : evidence from EUR-investors' perspective

Konstantinov, Gueorgui - In: Financial markets and portfolio management 30 (2016) 3, pp. 337-365

Persistent link: https://www.econbiz.de/10011557669

Risks in macroeconomic fundamentals and excess bond returns predictability

De Rezende, Rafael B. - 2015 - February 2015

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I … account for up to 31% of the variation in excess bond returns. The main predictor factors are associated with point … unemployment rate. In addition, factors provide information about bond risk premia variation that is largely unrelated to that …

Persistent link: https://www.econbiz.de/10010478516