Macro Factors and Bond Returns in China

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2021.1941860 ◽

2021 ◽

pp. 1-12

Author(s):

Xinting Li ◽

Baochen Yang ◽

Yunpeng Su ◽

Yawei Qi ◽

Yunbi An

Keyword(s):

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The Interactıons Between SP500 and Bond Returns in The US

International Journal of Academic Value Studies (Javstudies JAVS) ◽

10.23929/javs.269 ◽

2017 ◽

Vol 3 (12) ◽

pp. 39-45

Author(s):

Hakan YILDIRIM

Keyword(s):

Bond Returns ◽

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Macroeconomic Announcements and Asymmetric Volatility in Bond Returns

10.2469/dig.v37.n2.4584 ◽

2007 ◽

Vol 37 (2) ◽

pp. 10-12

Author(s):

Bruce D. Phelps

Keyword(s):

Asymmetric Volatility ◽

Macroeconomic Announcements ◽

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Asymmetric volatility and macroeconomic factors on Indonesian government bond returns

Jurnal Keuangan dan Perbankan ◽

10.26905/jkdp.v23i3.2613 ◽

2019 ◽

Vol 23 (3) ◽

Author(s):

Debbie Megasari ◽

Hermanto Siregar ◽

Ferry Syarifuddin

Keyword(s):

Government Bond ◽

Macroeconomic Factors ◽

Asymmetric Volatility ◽

Indonesian Government ◽

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Macroeconomic Variables, Pricing Kernels and Expected Default-Free and Defaultable Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1089862 ◽

2008 ◽

Author(s):

Ai-ru Meg Cheng ◽

Yuriy Kitsul

Keyword(s):

Macroeconomic Variables ◽

Defaultable Bond ◽

Bond Returns ◽

Pricing Kernels

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On the Nature and Predictability of Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1914680 ◽

2012 ◽

Author(s):

Daniel Haesen ◽

Patrick Houweling

Keyword(s):

Corporate Bond ◽

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Short Selling and Corporate Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2294660 ◽

2013 ◽

Author(s):

Stephen E. Christophe ◽

Michael G. Ferri ◽

Jim Hsieh ◽

Tao-Hsien Dolly King

Keyword(s):

Short Selling ◽

Corporate Bond ◽

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Skewness and Co-Skewness in Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2627425 ◽

2015 ◽

Author(s):

I-Hsuan Ethan Chiang

Keyword(s):

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Creditor Rights, Claims Enforcement, and Bond Returns in Mergers and Acquisitions

SSRN Electronic Journal ◽

10.2139/ssrn.2749294 ◽

2016 ◽

Author(s):

Luc Renneboog ◽

Peter G. Szilagyi ◽

Cara Vansteenkiste

Keyword(s):

Mergers And Acquisitions ◽

Creditor Rights ◽

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Labor Rigidity, Inflation Risk and Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2788181 ◽

2016 ◽

Author(s):

Roberto Marff

Keyword(s):

Inflation Risk ◽

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The Equity Volatility-Volume Ratio and Treasury Bond Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3464060 ◽

2019 ◽

Author(s):

Stefanie Schraeder ◽

Elvira Sojli ◽

Avanidhar Subrahmanyam ◽

Wing Wah Tham

Keyword(s):

Volume Ratio ◽

Bond Returns ◽

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