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Informed trading in government bond markets

Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu - In: Journal of financial economics 142 (2021) 3, pp. 1253-1274

Persistent link: https://www.econbiz.de/10012875940

Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

A study on global investors’ criteria for investment in the local currency bond markets using AHP methods : the case of the Republic of Korea

Jang, Jae Young; Park, Min Jae - In: Risks : open access journal 7 (2019) 4/101, pp. 1-20

short-term investment propensities are more sensitive to international and domestic factors and less to risk factors, and … tendencies are found to be more sensitive to international and risk factors as opposed to domestic factors, and influenced by …

Persistent link: https://www.econbiz.de/10012128028

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Obadović, Milica; Petrović, Evica; Vunjak, Nenad; … - In: Economic research 29 (2016) 1, pp. 475-484

Persistent link: https://www.econbiz.de/10012221663

Fundamental indexation for developed, emerging, and frontier government bond markets

Piljak, Vanja; Swinkels, Laurens - In: The journal of asset management 18 (2017) 5, pp. 405-420

Persistent link: https://www.econbiz.de/10011704565

Redemption risk and cash hoarding by asset managers

Morris, Stephen; Shim, Ilhyock; Shin, Hyun Song - 2017

Persistent link: https://www.econbiz.de/10011613365

Cross-border asset holdings and comovements in sovereign bond markets

Asgharian, Hossein; Liu, Lu; Larsson, Marcus - In: Journal of international money and finance 86 (2018), pp. 189-206

Persistent link: https://www.econbiz.de/10012000493

Residual inflation risk

Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314

Persistent link: https://www.econbiz.de/10011947163

The impact of the ECB asset purchases on the European bond market structure: granular evidence on ownership concentration

Boermans, Martijn; Keshkov, Viacheslav - 2018

Persistent link: https://www.econbiz.de/10011844664

Home country interest rates and international investment in U.S. bonds

Ammer, John; Claessens, Stijn; Tabova, Alexandra; … - 2018

We analyze how interest rates affect cross-border portfolio investments. Data on U.S. bond holdings by foreign investors from 31 countries for the period 2003 - 2016 and a large variety in movements in interest rates in these countries provide for a unique way to analyze shifts in investment...

Persistent link: https://www.econbiz.de/10011917242