Asymmetry in government bond returns

Ippei Fujiwara, Lena Mareen Korber, Daisuke Nagakura

    Research output: Contribution to journalArticle

    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 languageEnglish
    Pages (from-to)3218-3226
    JournalJournal of Banking and Finance
    Volume37
    Issue number8
    DOIs
    Publication statusPublished - 2013

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