Expected Business Conditions and Bond Risk Premia

Expected Business Conditions and Bond Risk Premia
Author: Jonas Eriksen
Publisher:
Total Pages:
Release: 2015
Genre:
ISBN:


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Expected Business Conditions and Bond Risk Premia
Language: en
Pages:
Authors: Jonas Eriksen
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Expected Business Conditions and Bond Risk Premia
Language: en
Pages: 55
Authors: Jonas N. Eriksen
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This paper studies the predictability of bond risk premia by means of expectations to future business conditions using survey forecasts from the Survey of Profe
Bond Risk Premia
Language: en
Pages: 44
Authors: John Howland Cochrane
Categories: Bonds
Type: BOOK - Published: 2002 - Publisher:

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This paper studies time variation in expected excess bond returns. We run regressions of annual excess returns on forward rates. We find that a single factor pr
Bond Risk Premia
Language: en
Pages: 109
Authors: Harald Tolleshaug
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Forecasting the expected returns on bonds with increasing certainty is wanted from all rational investors in the fixed income markets. The potential for higher
Macro Factors in Bond Risk Premia
Language: en
Pages: 22
Authors: Sydney C. Ludvigson
Categories: Bonds
Type: BOOK - Published: 2005 - Publisher:

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Empirical evidence suggests that excess bond returns are forecastable by financial indicators such as forward spreads and yield spreads, a violation of the expe