Works matching DE "RATE of return on bonds"
Results: 92
Bond yields and debt supply: new evidence through the lens of a preferred-habitat model.
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- Quantitative Finance, 2017, v. 17, n. 10, p. 1509, doi. 10.1080/14697688.2017.1287942
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- Article
General equilibrium pricing with multiple dividend streams and regime switching.
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- Quantitative Finance, 2015, v. 15, n. 9, p. 1543, doi. 10.1080/14697688.2014.974872
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- Article
SKEWNESS AND COSKEWNESS IN BOND RETURNS.
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- Journal of Financial Research, 2016, v. 39, n. 2, p. 145, doi. 10.1111/jfir.12093
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- Article
Bond yield spillovers from major advanced economies to emerging Asia.
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- Pacific Economic Review, 2018, v. 23, n. 1, p. 109, doi. 10.1111/1468-0106.12256
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- Article
Fund Managers, Career Concerns, and Asset Price Volatility.
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- American Economic Review, 2012, v. 102, n. 5, p. 1986, doi. 10.1257/aer.102.5.1986
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- Article
Colonialism or supersanctions: sovereignty and debt in West Africa, 1871–1914.
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- European Review of Economic History, 2017, v. 21, n. 2, p. 236, doi. 10.1093/ereh/hex001
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- Article
Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market.
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- International Review of Finance, 2016, v. 16, n. 2, p. 203, doi. 10.1111/irfi.12079
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- Article
Monetary Policy and Risk-Based Asset Allocation.
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- Open Economies Review, 2016, v. 27, n. 5, p. 851, doi. 10.1007/s11079-016-9404-1
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- Article
The Piety Premium of Islamic Bonds.
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- Middle East Quarterly, 2012, v. 19, n. 2, p. 61
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- Article
Fixed-Index Annuity Return and Risk Analysis as Long-Term Investment.
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- Journal of Financial Service Professionals, 2014, v. 68, n. 2, p. 71
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- Article
IS THE AUSTRALIAN DOLLAR overvalued?
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- inFinance, 2012, v. 126, n. 3, p. 52
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- Article
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance.
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- Real Estate Economics, 2014, v. 42, n. 2, p. 279, doi. 10.1111/1540-6229.12025
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- Article
Get the Most Out of Fixed Income.
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- Plans & Trusts, 2016, v. 34, n. 2, p. 8
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- Article
QE and the Gilt Market: a Disaggregated Analysis*.
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- Economic Journal, 2012, v. 122, n. 564, p. F348, doi. 10.1111/j.1468-0297.2012.02552.x
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- Article
The “Fed Model” and the Predictability of Stock Returns*.
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- Review of Finance, 2013, v. 17, n. 4, p. 1489, doi. 10.1093/rof/rfs025
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- Article
Stock-bond return co-movement and accounting information.
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- Journal of Business Finance & Accounting, 2017, v. 44, n. 7/8, p. 1036, doi. 10.1111/jbfa.12253
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- Article
Fiscal Discoveries and Yield Decouplings.
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- IMF Economic Review, 2017, v. 65, n. 4, p. 704, doi. 10.1057/s41308-016-0027-8
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- Article
A Secular Increase in the Equity Risk Premium.
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- International Finance, 2016, v. 19, n. 2, p. 179, doi. 10.1111/infi.12085
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- Article
A Pull-to-Par Binomial Model for Pricing Options on Bonds.
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- Journal of Derivatives, 2023, v. 31, n. 1, p. 111, doi. 10.3905/jod.2023.1.180
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- Article
The Design and Estimation of a Bi-National Bond to Finance Strategic Infrastructure along the U.S.--Mexico Border.
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- Journal of Structured Finance, 2013, v. 19, n. 2, p. 71, doi. 10.3905/jsf.2013.19.2.071
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- Article
Asset Pricing in a Monetary Economy with Heterogeneous Beliefs.
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- Management Science, 2015, v. 61, n. 9, p. 2203, doi. 10.1287/mnsc.2014.1968
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- Article
Bad Bond Math: An Object Lesson Using Bloomberg's After-Tax Yields on Market Discount Bonds.
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- Journal of Wealth Management, 2013, v. 15, n. 4, p. 61, doi. 10.3905/jwm.2013.15.4.061
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- Article
Do Bond Investors Price Tail Risk Exposures of Financial Institutions?
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- Quarterly Journal of Finance, 2021, v. 11, n. 1, p. N.PAG, doi. 10.1142/S2010139221500038
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- Article
The Supply and Demand Factor in the Bond Market: Implications for Bond Risk and Return.
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- Journal of Fixed Income, 2013, v. 23, n. 2, p. 62, doi. 10.3905/jfi.2013.23.2.062
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- Article
Issue information - TOC.
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- Developing Economies, 2016, v. 54, n. 1, p. 1, doi. 10.1111/deve.12080
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- Article
Spillover Effects of United States' Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data.
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- Developing Economies, 2016, v. 54, n. 1, p. 27, doi. 10.1111/deve.12095
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- Article
Measuring Bond-Level Liquidity.
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- Journal of Portfolio Management, 2016, v. 42, n. 4, p. 116, doi. 10.3905/jpm.2016.42.4.116
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Practical Applications of Return Dynamics of Index-Linked Bond Portfolios.
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- Journal of Portfolio Management, 2015, p. 26
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Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?
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- Journal of Portfolio Management, 2014, v. 40, n. 4, p. 16, doi. 10.3905/jpm.2014.40.4.016
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- Article
The Causal Relationship Between Stocks, Gold, Crude Oil, and Bond Returns in Poland.
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- Annales Universitatis Mariae Curie-Sklodowska, Sectio H: Oeconomia, 2024, v. 58, n. 4, p. 127, doi. 10.17951/h.2024.58.4.127-147
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- Article
Hedge Fund Strategies and Time-Varying Alphas and Betas.
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- Journal of Wealth Management, 2017, v. 19, n. 4, p. 44, doi. 10.3905/jwm.2017.19.4.044
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- Article
Inside the Yield Book: The Classic That Created the Science of Bond Analysis.
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- 2014
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- Book Review
Long-Term Bond Returns under Duration Targeting.
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- Financial Analysts Journal, 2014, v. 70, n. 1, p. 31, doi. 10.2469/faj.v70.n1.5
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- Article
Minimum Maturity Rules: The Cost of Selling Bonds before Their Time.
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- Financial Analysts Journal, 2013, v. 69, n. 3, p. 45, doi. 10.2469/faj.v69.n3.5
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- Article
Emerging Market Inflation-Linked Bonds.
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- Financial Analysts Journal, 2012, v. 68, n. 5, p. 38, doi. 10.2469/faj.v68.n5.2
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- Article
Emerging Local Currency Bond Markets.
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- Financial Analysts Journal, 2012, v. 68, n. 4, p. 73, doi. 10.2469/faj.v68.n4.4
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- Article
Investing in early public works: financial risks and returns in English and Welsh turnpikes, 1820–82.
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- Economic History Review, 2019, v. 72, n. 3, p. 848, doi. 10.1111/ehr.12698
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- Article
Liquidity Risk and Yield Spreads of Green Bonds.
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- Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht, 2018, n. 28, p. 637
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- Article
Deconstructing the Yield Curve.
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- Review of Financial Studies, 2025, v. 38, n. 2, p. 381, doi. 10.1093/rfs/hhae077
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Subjective Bond Returns and Belief Aggregation.
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- Review of Financial Studies, 2022, v. 35, n. 8, p. 3710, doi. 10.1093/rfs/hhab115
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- Article
Intermediaries and Asset Prices: International Evidence since 1870.
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- Review of Financial Studies, 2022, v. 35, n. 5, p. 2144, doi. 10.1093/rfs/hhab077
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- Article
Bond Risk Premiums with Machine Learning.
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- Review of Financial Studies, 2021, v. 34, n. 2, p. 1046, doi. 10.1093/rfs/hhaa062
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- Article
Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization.
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- Review of Financial Studies, 2018, v. 31, n. 10, p. 4063, doi. 10.1093/rfs/hhx143
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- Article
Safe Haven CDS Premiums.
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- Review of Financial Studies, 2018, v. 31, n. 5, p. 1855, doi. 10.1093/rfs/hhy021
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- Article
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.
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- Review of Financial Studies, 2018, v. 31, n. 2, p. 678, doi. 10.1093/rfs/hhx098
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- Article
Robust Bond Risk Premia.
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- Review of Financial Studies, 2018, v. 31, n. 2, p. 399, doi. 10.1093/rfs/hhx096
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- Article
De Facto Seniority, Credit Risk, and Corporate Bond Prices.
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- Review of Financial Studies, 2017, v. 30, n. 11, p. 4038, doi. 10.1093/rfs/hhx082
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- Article
Speculation and the Term Structure of Interest Rates.
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- Review of Financial Studies, 2017, v. 30, n. 11, p. 4003, doi. 10.1093/rfs/hhx059
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- Article
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets.
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- Review of Financial Studies, 2017, v. 30, n. 2, p. 539, doi. 10.1093/rfs/hhw072
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- Article
The Informational Role of Stock and Bond Volume.
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- Review of Financial Studies, 2015, v. 28, n. 5, p. 1381, doi. 10.1093/rfs/hhu094
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- Article