Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
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DOI: 10.1016/j.jbankfin.2011.07.006
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Cited by:
- Hong, Yongmiao & Lin, Hai & Wu, Chunchi, 2012. "Are corporate bond market returns predictable?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2216-2232.
- Löchel, H. & Packham, N. & Walisch, F., 2016. "Determinants of the onshore and offshore Chinese government yield curves," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 77-93.
- repec:eee:jbfina:v:87:y:2018:i:c:p:216-232 is not listed on IDEAS
- repec:wyi:journl:002156 is not listed on IDEAS
More about this item
Keywords
Bond excess return; Monetary system; Official rate; Inflation rate;JEL classification:
- E0 - Macroeconomics and Monetary Economics - - General
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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