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A state-price volatility index for the U.S. government bond market
Accounting and Finance
◽
10.1111/acfi.12271
◽
2017
◽
Vol 58
◽
pp. 573-597
◽
Cited By ~ 4
Author(s):
Zheyao Pan
Keyword(s):
Price Volatility
◽
Bond Market
◽
Government Bond
◽
State Price
◽
Volatility Index
◽
The U.S
Download Full-text
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Cited By
References
A State-Price Volatility Index for the Government Bond Market
SSRN Electronic Journal
◽
10.2139/ssrn.2614769
◽
2015
◽
Author(s):
Zheyao Pan
Keyword(s):
Price Volatility
◽
Bond Market
◽
Government Bond
◽
State Price
◽
Volatility Index
◽
The Government
Download Full-text
A new government bond volatility index predictor for the U.S. equity premium
Pacific-Basin Finance Journal
◽
10.1016/j.pacfin.2016.12.007
◽
2018
◽
Vol 50
◽
pp. 200-215
◽
Cited By ~ 4
Author(s):
Zheyao Pan
◽
Kam Fong Chan
Keyword(s):
Equity Premium
◽
Government Bond
◽
Volatility Index
◽
The U.S
Download Full-text
A note on January returns in the U.S. government bond market: The term effect
Journal of Financial Services Research
◽
10.1007/bf00114410
◽
1989
◽
Vol 2
(4)
◽
pp. 307-318
◽
Cited By ~ 10
Author(s):
Ronnie Clayton
◽
John Delozier
◽
Michael C. Ehrhardt
Keyword(s):
Bond Market
◽
Term Effect
◽
Government Bond
◽
The U.S
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A State-Price Volatility Index for China's Stock Market
Accounting and Finance
◽
10.1111/acfi.12124
◽
2015
◽
Vol 56
(3)
◽
pp. 607-626
◽
Cited By ~ 5
Author(s):
Michael O'Neill
◽
Kent Wang
◽
Zhangxin Frank Liu
Keyword(s):
Stock Market
◽
Price Volatility
◽
State Price
◽
Volatility Index
Download Full-text
Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market
SSRN Electronic Journal
◽
10.2139/ssrn.687523
◽
2005
◽
Author(s):
Chunchi Wu
◽
Haitao Li
◽
Yan He
◽
Junbo Wang
Keyword(s):
Asset Pricing
◽
Bond Market
◽
Government Bond
◽
Information Risk
◽
The U.S
Download Full-text
A State-Price Volatility Index for China's Stock Market
SSRN Electronic Journal
◽
10.2139/ssrn.2218985
◽
2012
◽
Author(s):
Michael ONeill
◽
Kent Wang
Keyword(s):
Stock Market
◽
Price Volatility
◽
State Price
◽
Volatility Index
Download Full-text
The Integration of the European Government Bond Market v.s. the UK
SSRN Electronic Journal
◽
10.2139/ssrn.1105878
◽
2008
◽
Author(s):
Atze Folmer
◽
Flip van Overhagen
◽
Marijke A.M.D. van der Hoek
◽
Tim Giesberts
Keyword(s):
Bond Market
◽
Government Bond
◽
The Uk
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Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market
SSRN Electronic Journal
◽
10.2139/ssrn.181277
◽
1999
◽
Author(s):
Alexandra E. Mackay
◽
Eliezer Z. Prisman
◽
Yisong S. Tian
Keyword(s):
Bond Market
◽
Government Bond
◽
Canadian Government
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Pricing of International 144A Debt: Evidence from the U.S. Secondary Bond Market
SSRN Electronic Journal
◽
10.2139/ssrn.2298671
◽
2013
◽
Cited By ~ 1
Author(s):
Alan Guoming Huang
◽
Madhu Kalimipalli
◽
Subhankar Nayak
◽
Latha Ramchand
Keyword(s):
Bond Market
◽
Secondary Bond
◽
The U.S
Download Full-text
Structural Models of Default in the U.S., U.K. and Japanese Corporate Bond Market
SSRN Electronic Journal
◽
10.2139/ssrn.301471
◽
2002
◽
Author(s):
Stephan Dieckmann
Keyword(s):
Structural Models
◽
Bond Market
◽
Corporate Bond
◽
Corporate Bond Market
◽
The U.S
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