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Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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Sovereign credit rating announcement effects on foreign currency denominated bond and equity markets in Africa
Mutize, Misheck; Gossel, Sean J. - In: Journal of African business 20 (2019) 1, pp. 135-152
Persistent link: https://www.econbiz.de/10012180369
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News sentiment : a new yield curve factor
Gotthelf, Nina; Uhl, Matthias - In: The journal of behavioral finance : a publication of … 20 (2019) 1, pp. 31-41
Persistent link: https://www.econbiz.de/10012180453
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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2017
Persistent link: https://www.econbiz.de/10012201648
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Corporate yields and sovereign yields
Hale, Galina; Bevilaqua, Julia; Tallman, Eric - 2020
Persistent link: https://www.econbiz.de/10012202064
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Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Fong, Tom; Wu, Gabriel - 2019
Persistent link: https://www.econbiz.de/10012202832
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Local currency bond returns in emerging economies and the role of foreign investors
So, Inhwan; Valente, Giorgio; Wu, Jason - 2019
Persistent link: https://www.econbiz.de/10012202946
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No-arbitrage pricing of GDP-linked bonds
Eguren-Martin, Fernando; Meldrum, Andrew; Yan, Wen - 2020
Persistent link: https://www.econbiz.de/10012202970
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Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António; Jalles, João Tovar - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
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On free markets, income inequality, happiness and trust
Lous, Bjorn - 2020
Persistent link: https://www.econbiz.de/10012154491