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Yield curve risk in Japanese g...
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41
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
42
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan
;
Yagil, Yossi
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Saved in:
43
No-arbitrage determinants of Japanese government bond yield and credit spread curves
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
-
2017
Persistent link: https://www.econbiz.de/10012132477
Saved in:
44
The
Japan
municipal bond yield curve : 2002 to the present
Hattori, Takahiro
;
Miyake, Hiroki
- In:
International journal of economics and finance
8
(
2016
)
6
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011494716
Saved in:
45
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
Saved in:
46
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003726386
Saved in:
47
Endogenous monetary policy shifts and the term structure : evidence from Japanese government bond yields
Koeda, Junko
- In:
Journal of the Japanese and international economies : …
29
(
2013
),
pp. 170-188
Persistent link: https://www.econbiz.de/10010200527
Saved in:
48
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003732629
Saved in:
49
Modelling sovereign bond yield curves of the US,
Japan
and Germany
Tam, Chi-sang
;
Yu, Ip-wing
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 82-91
Persistent link: https://www.econbiz.de/10003705543
Saved in:
50
Why common factors in international bond returns are not so common
Pérignon, Christophe
;
Smith, Daniel R.
;
Villa, Christophe
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10003429372
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