Pages that link to "Item:Q2007866"
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The following pages link to Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866):
Displaying 8 items.
- Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis (Q2083602) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
- TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)
- Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?† (Q6158386) (← links)