Bond Supply and Excess Bond Returns
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/27/3/663/5298025/hht133.pdf
Reference63 articles.
1. The maturity of debt issues and predictable variation in bond returns;Baker;Journal of Financial Economics,2003
2. Comovement and predictability relationships between bonds and the cross-section of stocks;Baker;Review of Asset Pricing Studies,2012
3. Are government bonds net wealth?;Barro;Journal of Political Economy,1974
4. Expectations hypotheses tests;Bekaert;Journal of Finance,2001
5. Peso problem explanations for term structure anomalies;Bekaert;Journal of Monetary Economics,2001
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