Similar Search Results - EconBiz

Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach

Lee, Hyunchul - In: International review of economics & finance : IREF 75 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012692434

Regime shifts in a long-run risks model of stock and treasury bond markets

Li, Kai; Xu, Chenjie - In: China finance review international 12 (2022) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10013453608

Regime Shifts in a Long-run Risks Model of U.S. Stock and Treasury Bond Markets

Li, Kai; Xu, Chenjie - 2022

We study the joint determinants of stock and bond returns in a long-run risks model framework with regime shifts in consumption and inflation dynamics. In particular, the means, volatilities, and the correlation structure between consumption growth and inflation are regime-dependent. This...

Persistent link: https://www.econbiz.de/10013405156

Yield curve construction : a note on the Moldovan bond market

Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10013407309

Predicting changes in T-bond futures spreads using implied yields from T-bill futures

Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230

Persistent link: https://www.econbiz.de/10003475237

Do traders benefit from riding the T-bill yield curve?

Mercer, Jeffrey M.; Moore, Mark E.; Winters, Drew B. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10003909608

Bond variance risk premia

Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012

Persistent link: https://www.econbiz.de/10009552228

Mozambican monetary policy and the Yield Curve of treasury bills : an empirical study

Machava, Agostinho; Brännäs, Kurt - 2015

Persistent link: https://www.econbiz.de/10011400860

Susceptibility of the yield on US Treasury securities to external supply shocks : VAR analysis

Khan, M. M. Moosa; Quazi, Rahim M.; Ahmed, Syed Mushtaque - In: The international journal of finance 26 (2014) 3, pp. 256-274

Persistent link: https://www.econbiz.de/10011378775

Inflation ambiguity and the term structure of US Government bonds

Ulrich, Maxim - In: Journal of monetary economics 60 (2013) 2, pp. 255-274

Persistent link: https://www.econbiz.de/10009745137

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