Asymmetry in government bond returns

Ippei Fujiwara; Lena Mareen Korber; Daisuke Nagakura

doi:10.1016/j.jbankfin.2013.03.002

Asymmetry in government bond returns

Ippei Fujiwara, Lena Mareen Korber, Daisuke Nagakura

Research output: Contribution to journal › Article

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
Pages (from-to)	3218-3226
Journal	Journal of Banking and Finance
Volume	37
Issue number	8
DOIs	https://doi.org/10.1016/j.jbankfin.2013.03.002
Publication status	Published - 2013

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10.1016/j.jbankfin.2013.03.002

http://hdl.handle.net/1885/35265

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title = "Asymmetry in government bond returns",

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",

author = "Ippei Fujiwara and Korber, {Lena Mareen} and Daisuke Nagakura",

year = "2013",

doi = "10.1016/j.jbankfin.2013.03.002",

language = "English",

volume = "37",

pages = "3218--3226",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

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AU - Fujiwara, Ippei

AU - Korber, Lena Mareen

AU - Nagakura, Daisuke

PY - 2013

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N2 - 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

AB - 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

U2 - 10.1016/j.jbankfin.2013.03.002

DO - 10.1016/j.jbankfin.2013.03.002

M3 - Article

VL - 37

SP - 3218

EP - 3226

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 8

ER -

Asymmetry in government bond returns

Abstract

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