Not just the news : higher moments of macroeconomic variables and sovereign bond returns
Yulin Li, John K. Wald, Zijun Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Li, Yunlin ; Wald, John K. ; Wang, Zijun |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 1044-0283, ZDB-ID 2027996-6. - Vol. 66.2025, Art.-No. 101113, p. 1-15
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| Subject: | Sovereign bond returns | Unemployment growth | Skewness | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zinsstruktur | Yield curve | Volatilität | Volatility | Arbeitslosigkeit | Unemployment | Öffentliche Schulden | Public debt | Deutschland | Germany | Anleihe | Bond | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2025.101113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015425051