Works matching DE "RATE of return on bonds"

Results: 93

Hedge Fund Strategies and Time-Varying Alphas and Betas.

Published in:

Journal of Wealth Management, 2017, v. 19, n. 4, p. 44, doi. 10.3905/jwm.2017.19.4.044

By:

FRYDENBERG, STEIN;
HRAFNKELSSON, KJARTAN;
BROMSETH, VEGARD STRAND;
WESTGAARD, SJUR

Publication type:

Article

Bad Bond Math: An Object Lesson Using Bloomberg's After-Tax Yields on Market Discount Bonds.

Published in:

Journal of Wealth Management, 2013, v. 15, n. 4, p. 61, doi. 10.3905/jwm.2013.15.4.061

By:

SMITH, DONALD J.

Publication type:

Article

Bond yield spillovers from major advanced economies to emerging Asia.

Published in:

Pacific Economic Review, 2018, v. 23, n. 1, p. 109, doi. 10.1111/1468-0106.12256

By:

Belke, Ansgar;
Dubova, Irina;
Volz, Ulrich

Publication type:

Article

Corporate Diversification and the Cost of Debt: The Role of Segment Disclosures.

Published in:

Accounting Review, 2016, v. 91, n. 4, p. 1139, doi. 10.2308/accr-51325

By:

Franco, Francesca;
Urcan, Oktay;
Vasvari, Florin P.

Publication type:

Article

Debt Analysts' Views of Debt-Equity Conflicts of Interest.

Published in:

Accounting Review, 2014, v. 89, n. 2, p. 571, doi. 10.2308/accr-50635

By:

De Franco, Gus;
Vasvari, Florin P.;
Vyas, Dushyantkumar;
Wittenberg-Moerman, Regina

Publication type:

Article

Are Short Sellers Informed? Evidence from the Bond Market.

Published in:

Accounting Review, 2013, v. 88, n. 2, p. 611, doi. 10.2308/accr-50313

By:

Kecskés, Ambrus;
Mansi, Sattar A.;
Zhang, Andrew (Jianzhong)

Publication type:

Article

The “Fed Model” and the Predictability of Stock Returns*.

Published in:

Review of Finance, 2013, v. 17, n. 4, p. 1489, doi. 10.1093/rof/rfs025

By:

Maio, Paulo

Publication type:

Article

Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach.

Published in:

Applied Economics, 2014, v. 46, n. 31, p. 3849, doi. 10.1080/00036846.2014.943886

By:

Benlagha, Noureddine

Publication type:

Article

Breakeven inflation rates and their puzzling correlation relationships.

Published in:

Applied Economics, 2013, v. 45, n. 18, p. 2579, doi. 10.1080/00036846.2012.671924

By:

Cette, Gilbert;
de Jong, Marielle

Publication type:

Article

Liquidity Risk and Yield Spreads of Green Bonds.

Published in:: Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht, 2018, n. 28, p. 637
Publication type:: Article

Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach.

Published in:

Management Science, 2018, v. 64, n. 9, p. 4218, doi. 10.1287/mnsc.2017.2734

By:

Lin, Hai;
Wu, Chunchi;
Zhou, Guofu

Publication type:

Article

Fixed-Index Annuity Return and Risk Analysis as Long-Term Investment.

Published in:

Journal of Financial Service Professionals, 2014, v. 68, n. 2, p. 71

By:

Zhixin Wu;
Lei Liang;
Huong Dao;
Linh Nguyen

Publication type:

Article

INFORMATION TECHNOLOGY INVESTMENTS AND FIRM RISK ACROSS INDUSTRIES: EVIDENCE FROM THE BOND MARKET.

Published in:

MIS Quarterly, 2017, v. 41, n. 4, p. 1347

By:

Kim, Keongtae;
Mithas, Sunil;
Kimbrough, Michael

Publication type:

Article

Asset Pricing in a Monetary Economy with Heterogeneous Beliefs.

Published in:

Management Science, 2015, v. 61, n. 9, p. 2203, doi. 10.1287/mnsc.2014.1968

By:

Croitoru, Benjamin;
Lei Lu

Publication type:

Article

Fiscal Discoveries and Yield Decouplings.

Published in:

IMF Economic Review, 2017, v. 65, n. 4, p. 704, doi. 10.1057/s41308-016-0027-8

By:

Catão, Luis;
Fostel, Ana;
Ranciere, Romain

Publication type:

Article

Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies.

Published in:

Atlantic Economic Journal, 2017, v. 45, n. 1, p. 119, doi. 10.1007/s11293-017-9531-0

By:

Vogiazas, Sofoklis;
Alexiou, Constantinos

Publication type:

Article

How sukuk shapes firm performance.

Published in:

World Economy, 2018, v. 41, n. 3, p. 699, doi. 10.1111/twec.12509

By:

Klein, Paul-Olivier;
Weill, Laurent;
Godlewski, Christophe J.

Publication type:

Article

Inside the Yield Book: The Classic That Created the Science of Bond Analysis.

Published in:

2014

By:

Fridson, Martin S.

Publication type:

Book Review

Long-Term Bond Returns under Duration Targeting.

Published in:

Financial Analysts Journal, 2014, v. 70, n. 1, p. 31, doi. 10.2469/faj.v70.n1.5

By:

Leibowitz, Martin L.;
Bova, Anthony;
Kogelman, Stanley

Publication type:

Article

Minimum Maturity Rules: The Cost of Selling Bonds before Their Time.

Published in:

Financial Analysts Journal, 2013, v. 69, n. 3, p. 45, doi. 10.2469/faj.v69.n3.5

By:

DeCosta, Darrin;
Fei Leng;
Noronha, Gregory

Publication type:

Article

Emerging Market Inflation-Linked Bonds.

Published in:

Financial Analysts Journal, 2012, v. 68, n. 5, p. 38, doi. 10.2469/faj.v68.n5.2

By:

Swinkels, Laurens

Publication type:

Article

Emerging Local Currency Bond Markets.

Published in:

Financial Analysts Journal, 2012, v. 68, n. 4, p. 73, doi. 10.2469/faj.v68.n4.4

By:

Burger, John D.;
Warnock, Francis E.;
Cacdac Warnock, Veronica

Publication type:

Article

Investing in early public works: financial risks and returns in English and Welsh turnpikes, 1820–82.

Published in:

Economic History Review, 2019, v. 72, n. 3, p. 848, doi. 10.1111/ehr.12698

By:

Bogart, Dan

Publication type:

Article

Social Capital and the Municipal Bond Market.

Published in:

Journal of Business Ethics, 2018, v. 153, n. 2, p. 479, doi. 10.1007/s10551-016-3355-8

By:

Li, Pei;
Tang, Leo;
Jaggi, Bikki

Publication type:

Article

Risk factors in Australian bond returns.

Published in:

Accounting & Finance, 2017, v. 57, n. 2, p. 373, doi. 10.1111/acfi.12174

By:

Bianchi, Robert J.;
Drew, Michael E.;
Roca, Eduardo;
Whittaker, Timothy

Publication type:

Article

The original Operation Twist: the War Finance Corporation's war bond purchases, 1918–1920.

Published in:

Financial History Review, 2016, v. 23, n. 1, p. 21, doi. 10.1017/S0968565016000068

By:

Butkiewicz, James L.;
Solcan, Mihaela

Publication type:

Article

Interwar Romanian sovereign bonds: the impact of diplomacy, politics and the economy.

Published in:

Financial History Review, 2012, v. 19, n. 2, p. 219, doi. 10.1017/S096856501200011X

By:

Oosterlinck, Kim;
Ureche-Rangau, Loredana

Publication type:

Article

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance.

Published in:

Real Estate Economics, 2014, v. 42, n. 2, p. 279, doi. 10.1111/1540-6229.12025

By:

Case, Brad;
Guidolin, Massimo;
Yildirim, Yildiray

Publication type:

Article

Colonialism or supersanctions: sovereignty and debt in West Africa, 1871–1914.

Published in:

European Review of Economic History, 2017, v. 21, n. 2, p. 236, doi. 10.1093/ereh/hex001

By:

GARDNER, LEIGH

Publication type:

Article

PERTURBATION ANALYSIS OF A NONLINEAR EQUATION ARISING IN THE SCHAEFER-SCHWARTZ MODEL OF INTEREST RATES.

Published in:

Mathematica Slovaca, 2018, v. 68, n. 3, p. 617, doi. 10.1515/ms-2017-0129

By:

STEHLÍKOVÁ, BEÁTA

Publication type:

Article

The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach.

Published in:

Financial Review, 2019, v. 54, n. 2, p. 303, doi. 10.1111/fire.12182

By:

Yamani, Ehab;
Rakowski, David

Publication type:

Article

Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1185, doi. 10.1017/S0022109024000048

By:

Bartram, Söhnke M.;
Grinblatt, Mark;
Nozawa, Yoshio

Publication type:

Article

Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns?

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 1, p. 1, doi. 10.1017/S0022109023000832

By:

Duan, Tinghua;
Li, Frank Weikai;
Wen, Quan

Publication type:

Article

Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?

Published in:

Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 7, p. 3500, doi. 10.1017/S0022109023000984

By:

Kim, Don H.;
Priebsch, Marcel A.

Publication type:

Article

Equity Trading Activity and Treasury Bond Risk Premia.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 2, p. 677, doi. 10.1017/S0022109022000497

By:

Schraeder, Stefanie;
Sojli, Elvira;
Subrahmanyam, Avanidhar;
Tham, Wing W.

Publication type:

Article

International Yield Comovements.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 1, p. 250, doi. 10.1017/S0022109022000515

By:

Bekaert, Geert;
Ermolov, Andrey

Publication type:

Article

Short Selling and Price Discovery in Corporate Bonds.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 1, p. 77, doi. 10.1017/S0022109018001539

By:

Hendershott, Terrence;
Kozhan, Roman;
Raman, Vikas

Publication type:

Article

The Importance of Blockholder Heterogeneity: Security Market Effects and Follow-On Activities.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 1, p. 101, doi. 10.1017/S0022109018000649

By:

Hsieh, Jim;
King, Tao-Hsien Dolly

Publication type:

Article

Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 1, p. 395, doi. 10.1017/S0022109017000916

By:

D'Amico, Stefania;
Kim, Don H.;
Min Wei

Publication type:

Article

Risk Premium Information from Treasury-Bill Yields.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 1, p. 437, doi. 10.1017/S0022109017000813

By:

Lee, Jaehoon

Publication type:

Article

Leverage Expectations and Bond Credit Spreads.

Published in:

Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 4, p. 689, doi. 10.1017/S0022109012000300

By:

Flannery, Mark J.;
Nikolova, Stanislava (Stas);
Öztekin, Özde

Publication type:

Article

Get the Most Out of Fixed Income.

Published in:

Plans & Trusts, 2016, v. 34, n. 2, p. 8

By:

Muldowney, Peter

Publication type:

Article

Do Bond Investors Price Tail Risk Exposures of Financial Institutions?

Published in:

Quarterly Journal of Finance, 2021, v. 11, n. 1, p. N.PAG, doi. 10.1142/S2010139221500038

By:

Chava, Sudheer;
Ganduri, Rohan;
Yerramilli, Vijay

Publication type:

Article

The Design and Estimation of a Bi-National Bond to Finance Strategic Infrastructure along the U.S.--Mexico Border.

Published in:

Journal of Structured Finance, 2013, v. 19, n. 2, p. 71, doi. 10.3905/jsf.2013.19.2.071

By:

SANKARAN, HARIKUMAR;
DÍAZ, VIOLETA;
ESPINOSA, SALVADOR

Publication type:

Article

The Causal Relationship Between Stocks, Gold, Crude Oil, and Bond Returns in Poland.

Published in:

Annales Universitatis Mariae Curie-Sklodowska, Sectio H: Oeconomia, 2024, v. 58, n. 4, p. 127, doi. 10.17951/h.2024.58.4.127-147

By:

MAMCARZ, KATARZYNA

Publication type:

Article

Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market.

Published in:

International Review of Finance, 2016, v. 16, n. 2, p. 203, doi. 10.1111/irfi.12079

By:

Luo, Jian;
Ye, Xiaoxia;
Hu, May

Publication type:

Article

IS THE AUSTRALIAN DOLLAR overvalued?

Published in:

inFinance, 2012, v. 126, n. 3, p. 52

By:

TEDDER, CHRIS

Publication type:

Article

Markets and operations.

Published in:: Bank of England Quarterly Bulletin, 2015, v. 55, n. 3, p. 298
Publication type:: Article

Monetary Policy and Risk-Based Asset Allocation.

Published in:

Open Economies Review, 2016, v. 27, n. 5, p. 851, doi. 10.1007/s11079-016-9404-1

By:

Flageollet, Alexis;
Bahaji, Hamza

Publication type:

Article

Interest Rates Term Structure under Ambiguity.

Published in:

Risks, 2017, v. 5, n. 3, p. 50, doi. 10.3390/risks5030050

By:

Romagnoli, Silvia;
Santoro, Simona

Publication type:

Article