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Expected Bond Returns and the...
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1
Much ado about nothing : a study of differential pricing and liquidity of short and long term bonds
Driessen, Joost
;
Nijman, Theodore E.
;
Simon, Zorka
-
2018
policy implications for the e17.5 trillion European pension and insurance industries: long maturity
bond
yields seem …
Persistent link: https://www.econbiz.de/10011940016
Saved in:
2
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
-- Chapter 5
Bond
valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …
Persistent link: https://www.econbiz.de/10014337024
Saved in:
3
Expected business conditions and
bond
risk premia
Eriksen, Jonas Nygaard
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
Saved in:
4
The economic value of predicting
bond
risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
5
Yield curves from different
bond
data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
Saved in:
6
Decomposing long
bond
returns : a decentralized
theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
7
Corporate innovation, default risk, and
bond
pricing
Hsu, Po-Hsuan
;
Lee, Hsiao-Hui
;
Liu, Alfred Zhu
;
Zhang, …
- In:
The journal of corporate finance : contracting, …
35
(
2015
),
pp. 329-344
Persistent link: https://www.econbiz.de/10011421078
Saved in:
8
Dissecting the
bond
profitability premium
Campbell, T. Colin
;
Chichernea, Doina C.
;
Petkevich, Alex
- In:
Journal of financial markets
27
(
2016
),
pp. 102-131
Persistent link: https://www.econbiz.de/10011722223
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9
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
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10
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower
bond
risks?
Li, Leon
;
Scrimgeour, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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