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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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Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521
Persistent link: https://www.econbiz.de/10015066090
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Corporate yields and sovereign yields
Bevilaqua, Julia; Hale, Galina; Tallman, Eric - 2019
Persistent link: https://www.econbiz.de/10012123481
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405
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Bond positions, expectations, and the yield curve
Piazzesi, Monika (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732148
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Explaining and forecasting bond risk premiums
Palazzo, Gerardo; Nobili, Stefano - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 67-82
Persistent link: https://www.econbiz.de/10008696357
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Arbitrage-free bond pricing with dynamic macroeconomic models
Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - 2007
historical bond data. …
Persistent link: https://www.econbiz.de/10003495985
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Arbitrage-free bond pricing with dynamic macroeconomic models
Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 305-326
Persistent link: https://www.econbiz.de/10003507772
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - 2012
Persistent link: https://www.econbiz.de/10009576958