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DP11992 Corporate Bond Guarantees and The Value of Financial Flexibility 智库出版物
2017
作者:  Massimo Massa;  Alberto Manconi
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Bond returns  Bond guarantees  Subsidiary firms  Financial flexibility  
DP10104 Bond Return Predictability: Economic Value and Links to the Macroeconomy 智库出版物
2014
作者:  Henry Allan Timmermann;  Davide Pettenuzzo;  Antonio Gargano
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Bayesian estimation  Bond returns  Model uncertainty  stochastic volatility  Time-varying parameters  
DP9024 The Cross-Section and Time-Series of Stock and Bond Returns 智库出版物
2012
作者:  Stijn Van Nieuwerburgh;  Hanno Lustig;  Ralph Koijen
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Bond risk premium  Cross-section of stock returns  
DP8488 Sources of entropy in representative agent models 智库出版物
2011
作者:  David Backus;  Stanley E. Zin;  Mikhail Chernov
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Pricing kernel  Asset returns  Bond yields  Disasters  Habits  Jumps  Recursive preferences  
DP3061 Strategic Advantage and the Optimal Exercise of Entry Options 智库出版物
2001
作者:  Enrico Perotti;  Silvia Rossetto
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Exchange rates  Interest rates  Bond returns  Multi-country models