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Further evidence of momentum in corporate bond returns

Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97

Persistent link: https://www.econbiz.de/10012601390

Stock implied volatility, stock turnover, and the stock-bond return relation

Stivers, Chris; Sun, Licheng - 2002

Persistent link: https://www.econbiz.de/10001664849

Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation

Stivers, Chris T. - 2015

The authors study time-variation in the co-movements between daily stock and Treasury bond returns over 1986 to 2000 …. Their innovation is to examine whether variation in stock-bond return dynamics can be linked to non-return-based measures of … stock market uncertainty, specifically the implied volatility (IV) from equity index options and detrended stock turnover …

Persistent link: https://www.econbiz.de/10013032667

Can global bond fund managers generate alpha using currency volatility?

Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133

Persistent link: https://www.econbiz.de/10011312444

Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

Flight-to-quality in the stock-bond return relation : a regime-switching copula approach

Tachibana, Minoru - In: Financial markets and portfolio management 34 (2020) 4, pp. 429-470

Persistent link: https://www.econbiz.de/10012309920

What ties return volatilities to price valuations and fundamentals?

David, Alexander; Veronesi, Pietro - In: Journal of political economy 121 (2013) 4, pp. 682-746

Persistent link: https://www.econbiz.de/10010246905

Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere

Langewand, Jens - 2000

Persistent link: https://www.econbiz.de/10001511077

Neuere Entwicklungen bei der Messung des Anlageerfolges von festverzinslichen Wertpapieren

Schwetzler, Bernhard - In: Managementperspektiven und Managementausbildung : Herrn …, (pp. 29-38). 1997

Persistent link: https://www.econbiz.de/10001297620

Erwartete Renditen festverzinslicher Wertpapiere

Langewand, Jens - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 315-330). 2003

Persistent link: https://www.econbiz.de/10001736361