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Do term premiums matter? : transmission via exchange rate dynamics

Katagiri, Mitsuru; Takahashi, Koji - In: Journal of international money and finance 139 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014478224

Inflation risk premia in the term structure of interest rates

Hördahl, Peter; Tristani, Oreste - In: Journal of the European Economic Association 10 (2012) 3, pp. 634-657

Persistent link: https://www.econbiz.de/10009573890

The inflation risk premium in the term structure of interest rates

Hördahl, Peter - In: BIS quarterly review : international banking and … (2008), pp. 23-38

Persistent link: https://www.econbiz.de/10003756826

A research on eurozone bond market and determinants of sovereign bond yields

Gill, Navjeet - In: Inventi impact: emerging economies (2018) 4, pp. 208-224

Persistent link: https://www.econbiz.de/10012241572

Sovereign risk and its changing effects on bond duration during financial crisis

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477

Persistent link: https://www.econbiz.de/10010460096

Stock returns, term structure, inflation, and real activity : an international perspective

Canova, Fabio; De Nicolò, Gianni - In: Macroeconomic dynamics 4 (2000) 3, pp. 343-372

Persistent link: https://www.econbiz.de/10001520615

Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13

The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model allows for asymmetric risk premia, causality...

Persistent link: https://www.econbiz.de/10012422545

Sovereign risk premia in the Euro Area and the role of contagion

Linciano, Nadia; Giordano, Luca; Soccorso, Paola - In: Journal of financial management, markets and institutions 1 (2013) 1, pp. 85-114

Persistent link: https://www.econbiz.de/10011949545

Channels of US monetary policy spillovers to international bond markets

Albagli, Elias; Ceballos, Luis; Claro, Sebastián; … - In: Journal of financial economics 134 (2019) 2, pp. 447-473

Persistent link: https://www.econbiz.de/10012166851

The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis

Balcilar, Mehmet; Berisha, Edmond; Çepni, Oğuzhan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1979-1988

Persistent link: https://www.econbiz.de/10013184598

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