Narrow search
Showing 71 - 80 of 440,251
Cover Image
Liquidity effects in the bond market
Jovanovic, Boyan; Rousseau, Peter L. - 2001
Persistent link: https://www.econbiz.de/10001628613
Cover Image
The relative importance of stock, bond and real estate factors in explaining REIT returns
Clayton, Jim; MacKinnon, Gregory H. - In: The journal of real estate finance and economics 27 (2003) 1, pp. 39-60
Persistent link: https://www.econbiz.de/10001763298
Cover Image
Risk premia and the dynamic covariance between stock and bond returns
Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316
Persistent link: https://www.econbiz.de/10001766856
Cover Image
Bull's eye investing : targeting real returns in a smoke and mirrors market
Mauldin, John - 2004
Persistent link: https://www.econbiz.de/10002003575
Cover Image
An econometric model of the yield curve with macroeconomic jump effects
Piazzesi, Monika - 2001
Persistent link: https://www.econbiz.de/10001577653
Cover Image
Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes
Bandt, Olivier de - In: Economie & prévision : EP (1999) 4/5, pp. 91-104
Persistent link: https://www.econbiz.de/10001490952
Cover Image
Stock market uncertainty and the relation between stock and bond returns
Stivers, Christopher T.; Sun, Licheng - 2002
Persistent link: https://www.econbiz.de/10001683747
Cover Image
Regime Shifts in a Long-run Risks Model of U.S. Stock and Treasury Bond Markets
Li, Kai; Xu, Chenjie - 2022
consumption and inflation dynamics. In particular, the means, volatilities, and the correlation structure between consumption …-bond correlation are intimately related to business cycles, while long-run risks play a more important role in accounting for high …
Persistent link: https://www.econbiz.de/10013405156
Cover Image
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.; Nitschka, Thomas - 2017
Persistent link: https://www.econbiz.de/10011794321
Cover Image
Forecasting bond returns using jumps in intraday prices
Duyvesteyn, Johan; Martens, Martin; Nic, Siawash Safavi - In: The journal of fixed income 20 (2010/11) 4, pp. 80-90
Persistent link: https://www.econbiz.de/10009007989