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Expected returns, risk and the integration of international bond markets · Study

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ArticleExpected returns, risk and the integration of international bond markets

David G. Barr2003

OA

Articlegreen2003

Expected returns, risk and the integration of international bond markets

David G. Barr · Richard Priestley

155 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1989Business conditions and expected returns on stocks and bonds 1993Measuring and Testing the Impact of News on Volatility 1988Dividend yields and expected stock returns 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1988A Capital Asset Pricing Model with Time-Varying Covariances 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1980On estimating the expected return on the market

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Year2003

Typearticle

Published2003-12-22

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations155

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2003.10.005

openalex_workW1979029617

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