A state-price volatility index for the U.S. government bond market

2017 ◽  
Vol 58 ◽  
pp. 573-597 ◽  
Author(s):  
Zheyao Pan
Keyword(s):  
Price Volatility ◽  
Bond Market ◽  
Government Bond ◽  
State Price ◽  
Volatility Index ◽  
The U.S

A note on January returns in the U.S. government bond market: The term effect

1989 ◽  
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pp. 307-318 ◽  
Author(s):  
Ronnie Clayton ◽  
John Delozier ◽  
Michael C. Ehrhardt
Keyword(s):  
Bond Market ◽  
Term Effect ◽  
Government Bond ◽  
The U.S

A State-Price Volatility Index for China's Stock Market

2015 ◽  
Vol 56 (3) ◽  
pp. 607-626 ◽  
Author(s):  
Michael O'Neill ◽  
Kent Wang ◽  
Zhangxin Frank Liu
Keyword(s):  
Stock Market ◽  
Price Volatility ◽  
State Price ◽  
Volatility Index

The Integration of the European Government Bond Market v.s. the UK

2008 ◽  
Author(s):  
Atze Folmer ◽  
Flip van Overhagen ◽  
Marijke A.M.D. van der Hoek ◽  
Tim Giesberts
Keyword(s):  
Bond Market ◽  
Government Bond ◽  
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Pricing of International 144A Debt: Evidence from the U.S. Secondary Bond Market

2013 ◽  
Author(s):  
Alan Guoming Huang ◽  
Madhu Kalimipalli ◽  
Subhankar Nayak ◽  
Latha Ramchand
Keyword(s):  
Bond Market ◽  
Secondary Bond ◽  
The U.S
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