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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Risk premia in covered bond markets
Prokopczuk, Marcel; Vonhoff, Volker - In: The journal of fixed income 22 (2012) 2, pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
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An empirical analysis of segmented pricing of bond systematic risk
Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
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Risk premia in covered bond markets
Prokopczuk, Marcel; Vonhoff, Volker - 2012
Persistent link: https://www.econbiz.de/10009520556
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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Equity tail risk in the treasury bond market
Ruzzi, Dario; Rubin, Mirco - 2020
Persistent link: https://www.econbiz.de/10012610635
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Economic Policy Uncertainty and the Yield Curve
Leippold, Markus; Matthys, Felix - 2022
Persistent link: https://www.econbiz.de/10013192097
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Geopolitical uncertainty and sovereign bond yields of BRICS economies
Subramaniam, Sowmya - In: Studies in economics and finance 39 (2022) 2, pp. 311-330
Persistent link: https://www.econbiz.de/10013173214
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On the inflation risks embedded in sovereign bond yields
Camba-Méndez, Gonzalo - 2020
expected and unexpected in ation shocks embedded in sovereign bond yields; and provides estimates of the real risk-free rate … recent years, a low real risk-free rate, as well as low levels of compensation for both expected and unexpected in ation. The … on the embedded in ation risk premium of issuing nominal debt, appears to be eroded by the liquidity premium charged by …
Persistent link: https://www.econbiz.de/10012241109
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Risk factors in Australian bond returns
Bianchi, Robert; Drew, Michael E.; Roca, Eduardo; … - In: Accounting and finance : journal of the Accounting … 57 (2017) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10011756380