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US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C. - In: Journal of international financial markets, … 41 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
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Estimation for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market
Lin, Bing-huei; Yeh, Shih-kuo - In: Journal of international financial markets, … 11 (2001) 2, pp. 167-197
Persistent link: https://www.econbiz.de/10001575250
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The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun; Hyde, Stuart; Liu, Liu - In: Journal of international financial markets, … 78 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
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Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Kagraoka, Yusho; Moussa, Zakaria - In: Journal of international financial markets, … 25 (2013), pp. 181-201
Persistent link: https://www.econbiz.de/10009762795
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Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos - In: Journal of international financial markets, … 28 (2014), pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
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The contribution of US bond demand to the US bond yield conundrum of 2004 - 2007 : an empirical investigation
Goda, Thomas; Lysandrou, Photis; Stewart, Chris - In: Journal of international financial markets, … 27 (2013), pp. 113-136
Persistent link: https://www.econbiz.de/10010411749
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An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar - In: Journal of international financial markets, … 34 (2015), pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
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Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R. - In: Journal of international financial markets, … 35 (2015), pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
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Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
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The monotonicity of the foreign exchange risk premium
Chiang, Thomas C. - In: Journal of international financial markets, … 3 (1993) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001165012