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Credit spread changes and monetary policy surprises : the evidence from the fed funds futures market
Zhu, Xiaoneng - In: The journal of futures markets 33 (2013) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10009699453
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A regime-switching Nelson-Siegel term structure model and interest rate forecasts
Xiang, Ju; Zhu, Xiaoneng - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 522-555
Persistent link: https://www.econbiz.de/10009786516
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Yield factors, the expectations hypothesis and regime shifts
Cao, Rui; Zhu, Xiaoneng; Rahman, Shahidur - In: Annals of economics and finance 15 (2014) 2, pp. 411-431
Persistent link: https://www.econbiz.de/10010481160
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Out-of-sample bond risk premium predictions : a global common factor
Zhu, Xiaoneng - In: Journal of international money and finance 51 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011475246
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A regime-switching Nelson-Siegel term structure model of the macroeconomy
Zhu, Xiaoneng; Rahman, Shahidur - In: Journal of macroeconomics 44 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011570272
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Global bond risk premia under falling stars
Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
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Disaster risk matters in the bond market
Su, Hao; Ying, Chengwei; Zhu, Xiaoneng - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013455238
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A note on the predictability of excess bond returns and regime shifts
Zhu, Xiaoneng - In: Finance research letters 8 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009301292
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Revisiting the expectations hypothesis : the Japanese term structure and regime shifts
Zhu, Xiaoneng - In: Journal of economics & business 63 (2011) 3, pp. 237-249
Persistent link: https://www.econbiz.de/10009298209
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Global yield curves and sovereign bond market integration
Zhu, Xiaoneng; Rahman, Shahidur - 2009
Persistent link: https://www.econbiz.de/10003835103