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The cross section of international government bond returns
Zaremba, Adam; Czapkiewicz, Anna - In: Economic modelling 66 (2017), pp. 171-183
Persistent link: https://www.econbiz.de/10011813710
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Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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Modelling European sovereign bond yields with international portfolio effects
Martin, Franck; Zhang, Jiangxingyun - In: Economic modelling 64 (2017), pp. 178-200
Persistent link: https://www.econbiz.de/10011756656
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Do green bonds de-risk investment in low-carbon stocks?
Reboredo, Juan Carlos; Ugolini, Andrea; Ojea-Ferreiro, … - In: Economic modelling 108 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013347911
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Liquidity pull-back and predictability of government security yield volatility
Chundakkadan, Radeef; Sasidharan, Subash - In: Economic modelling 77 (2019), pp. 124-132
Persistent link: https://www.econbiz.de/10012198446
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Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks
Cepoi, Cosmin Octavian; Anghel, Dan-Gabriel; Pop, … - In: Economic modelling 98 (2021), pp. 302-318
Persistent link: https://www.econbiz.de/10012793899
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Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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Nonlinear adjustment in US bond yields : an empirical model with conditional heteroskedasticity
Lucchetti, Riccardo; Palomba, Giulio - In: Economic modelling 26 (2009) 3, pp. 659-667
Persistent link: https://www.econbiz.de/10003870690
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Do domestic bond markets participation help reduce financial dollarization in developing countries?
Balima, Wenéyam Hippolyte - In: Economic modelling 66 (2017), pp. 146-155
Persistent link: https://www.econbiz.de/10011813699
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Climate change implications for the catastrophe bonds market : an empirical analysis
Morana, Claudio; Sbrana, Giacomo - In: Economic modelling 81 (2019), pp. 274-294
Persistent link: https://www.econbiz.de/10012202051