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Have Euro Area Government Bond Risk Premia Converged to Their Common State?
SSRN Electronic Journal
◽
10.2139/ssrn.1123424
◽
2008
◽
Cited By ~ 4
Author(s):
Lorenzo Pozzi
◽
Guido Wolswijk
Keyword(s):
Euro Area
◽
Risk Premia
◽
Government Bond
◽
Bond Risk Premia
◽
Bond Risk
Download Full-text
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References
Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
SSRN Electronic Journal
◽
10.2139/ssrn.2828610
◽
2016
◽
Author(s):
Juan Angel Garcia
◽
Sebastian Werner
Keyword(s):
Financial Crisis
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Euro Area
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Risk Premia
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Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia
International Review of Finance
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10.1111/irfi.12283
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2019
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Author(s):
Oğuzhan Çepni
◽
Rangan Gupta
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Mark E. Wohar
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Government Bond
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Determinants of U.S. Government Bond Risk Premia
SSRN Electronic Journal
◽
10.2139/ssrn.2130164
◽
2012
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Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
SSRN Electronic Journal
◽
10.2139/ssrn.1948869
◽
2011
◽
Cited By ~ 1
Author(s):
Hao (David) Zhou
Keyword(s):
Term Structure
◽
Model Uncertainty
◽
Bayesian Model
◽
Bayesian Model Averaging
◽
Model Averaging
◽
Risk Premia
◽
Government Bond
◽
Bond Risk Premia
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Bond Yield
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Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
SSRN Electronic Journal
◽
10.2139/ssrn.2670913
◽
2015
◽
Cited By ~ 3
Author(s):
Juan A. Garcia
◽
Sebastian E. V. Werner
Keyword(s):
Financial Crisis
◽
Euro Area
◽
Risk Premia
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Macroeconomic Factors
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Bond Risk Premia
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Bond Risk
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Government Bond Risk Premia and the Cyclicality of Fiscal Policy
SSRN Electronic Journal
◽
10.2139/ssrn.1969854
◽
2011
◽
Author(s):
Kai Philipp Christoffel
◽
Ivan Jaccard
◽
Juha Kilponen
Keyword(s):
Fiscal Policy
◽
Risk Premia
◽
Government Bond
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Bond Risk Premia
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Bond Risk
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Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic
SSRN Electronic Journal
◽
10.2139/ssrn.3857400
◽
2021
◽
Author(s):
Stefano Corradin
◽
Niklas Grimm
◽
Bernd Schwaab
Keyword(s):
Euro Area
◽
Risk Premia
◽
Sovereign Bond
◽
Bond Risk Premia
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Bond Risk
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Oil price uncertainty and movements in the US government bond risk premia
The North American Journal of Economics and Finance
◽
10.1016/j.najef.2020.101147
◽
2020
◽
Vol 52
◽
pp. 101147
◽
Cited By ~ 3
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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Bond Risk Premia and Realized Jump Risk
SSRN Electronic Journal
◽
10.2139/ssrn.1319126
◽
2008
◽
Cited By ~ 11
Author(s):
Jonathan H. Wright
◽
Hao Zhou
Keyword(s):
Risk Premia
◽
Jump Risk
◽
Bond Risk Premia
◽
Bond Risk
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Discount Factors, Disagreement, and Bond Risk Premia
SSRN Electronic Journal
◽
10.2139/ssrn.1787198
◽
2011
◽
Author(s):
Andrea Buraschi
◽
Paul Whelan
Keyword(s):
Risk Premia
◽
Discount Factors
◽
Bond Risk Premia
◽
Bond Risk
Download Full-text
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