Risk factors in Australian bond returns-Reference-Cited by-同舟云学术

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Risk factors in Australian bond returns

Published:2015-11-02 Issue:2 Volume:57 Page:373-400
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Account Finance

Author:

Bianchi Robert J.¹,Drew Michael E.¹,Roca Eduardo¹,Whittaker Timothy²

Affiliation:

1. Griffith Business School; Griffith University; Brisbane QLD Australia

2. EDHEC Risk Institute; Singapore Singapore

Funder

Australian Research Council

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/acfi.12174/fullpdf

Reference42 articles.

1. Liquidity, maturity, and the yields on U.S. treasury securities;Amihud;Journal of Finance,1991

2. Time variation in the credit spreads on Australian Eurobonds;Batten;Pacific-Basin Finance Journal,2003

3. Pricing bonds in the Australian market;Bilson;Australian Journal of Management,2008

4. Re-examination of the historical equity risk premium in Australia;Brailsford;Accounting and Finance,2008

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Geopolitical Risks and Yield Dynamics in the Australian Sovereign Bond Market;Journal of Risk and Financial Management;2023-02-22

2. The information content of director trading: Evidence from acquisition announcements in Australia;Global Finance Journal;2020-05

3. Australian Bond Excess Returns: An Asset Allocation Perspective;Australian Economic Papers;2017-01-20

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