Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia

2019 ◽  
Author(s):  
Oğuzhan Çepni ◽  
Rangan Gupta ◽  
Mark E. Wohar
Keyword(s):  
Risk Premia ◽  
Government Bond ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Government Bond Risk Premia and the Cyclicality of Fiscal Policy

2011 ◽  
Author(s):  
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Ivan Jaccard ◽  
Juha Kilponen
Keyword(s):  
Fiscal Policy ◽  
Risk Premia ◽  
Government Bond ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Oil price uncertainty and movements in the US government bond risk premia

2020 ◽  
Vol 52 ◽  
pp. 101147 ◽  
Author(s):  
Mehmet Balcilar ◽  
Rangan Gupta ◽  
Shixuan Wang ◽  
Mark E. Wohar
Keyword(s):  
Risk Premia ◽  
Oil Price ◽  
Government Bond ◽  
Price Uncertainty ◽  
Bond Risk Premia ◽  
The Us ◽  
Us Government ◽  
Bond Risk
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