Asymmetry in government bond returns
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
|Collections||ANU Research Publications|
|Source:||Journal of Banking and Finance|
|01_Fujiwara_Asymmetry_in_government_bond_2013.pdf||452.83 kB||Adobe PDF||Request a copy|
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