We examine the effects of debt distribution characteristics, specifically skewness and maturity concentration, on … coefficients, we find that positive skewness generally exerts a dominant influence. Employing Panel Cointegration Techniques, we … show that greater skewness is associated with higher sovereign bond yields and higher short-term interest rates, whether …

This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a …