Determinants of U.S. Government Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2130164 ◽

2012 ◽

Cited By ~ 2

Author(s):

Vichet Sum

Keyword(s):

Risk Premia ◽

Government Bond ◽

Bond Risk Premia ◽

Bond Risk

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

International Review of Finance ◽

10.1111/irfi.12283 ◽

2019 ◽

Cited By ~ 3

Author(s):

Oğuzhan Çepni ◽

Rangan Gupta ◽

Mark E. Wohar

Keyword(s):

Risk Premia ◽

Government Bond ◽

Bond Risk Premia ◽

Bond Risk

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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 ◽

Bond Yield ◽

Bond Risk

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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

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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 ◽

Bond Risk Premia ◽

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

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Corporate Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2235168 ◽

2013 ◽

Cited By ~ 1

Author(s):

Christian Speck

Keyword(s):

Risk Premia ◽

Corporate Bond ◽

Bond Risk Premia ◽

Bond Risk

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Macro-Expectations and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2494765 ◽

2014 ◽

Author(s):

Jonas Nygaard Eriksen

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

Bond Risk

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Bond Risk Premia, Return Decomposition and the Intertemporal CAPM

SSRN Electronic Journal ◽

10.2139/ssrn.888627 ◽

2012 ◽

Cited By ~ 1

Author(s):

Paulo F. Maio

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

Return Decomposition ◽

Intertemporal Capm ◽

Bond Risk

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