Time-Varying Expected Returns in International Bond Markets-Reference-Cited by-同舟云学术

Time-Varying Expected Returns in International Bond Markets

Published:1995-06 Issue:2 Volume:50 Page:481-506
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

ILMANEN ANTTI

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1995.tb04792.x/fullpdf

Reference36 articles.

1. Characterizing predictable components in excess returns on equity and foreign exchange markets;Bekaert;Journal of Finance,1992

2. Bisignano , Joseph R. 1987 A study of efficiency and volatility in government securities markets, Working paper, Bank for International Settlements

3. An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility;Boudoukh;Journal of Money, Credit, and Banking,1993

4. What moves the stock and bond markets? A variance decomposition for long-term asset returns;Campbell;Journal of Finance,1993

5. The term structure of euromarket interest rates: an empirical examination;Campbell;Journal of Monetary Economics,1987

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