Macroeconomic Expectations in Bond Returns

Author:

Gong Yuting,Zhao Feng,Zhu Xiaoneng

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference45 articles.

1. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Andrew Ang;Journal of Monetary Economics,2003

2. Resolving the spanning puzzle in macro-finance term structure models;D Michael;Review of Finance,2017

3. Interest rates under falling stars;D Michael;American Economic Review,2020

4. Stock prices, news, and economic fluctuations;Paul Beaudry;American Economic Review,2006

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1. Interest rate changes and the cross-section of global equity returns;Journal of Economic Dynamics and Control;2023-02

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