Abstract
Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns
Original language | English |
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Pages (from-to) | 3218-3226 |
Journal | Journal of Banking and Finance |
Volume | 37 |
Issue number | 8 |
DOIs | |
Publication status | Published - 2013 |