International Bond Risk Premia

By Magnus Dahlquist, Henrik Hasseltoft. 2013

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7e10391807aa6305168b1509c10cc5a686c8b69e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. David Gabauer
2. Ioannis Chatziantoniou
3. Alexis Stenfors
4. George Filis
5. Nikolaos Antonakakis
6. Stavros Degiannakis *
7. Rangan Gupta

In Finance

1. David Gabauer
2. Ioannis Chatziantoniou
3. Alexis Stenfors

Citations in the corpus

• Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (2021, background): “However, the correlation between term premia of G7 government bonds is time-varying and seems to have increased over time in line with the integration of international financial markets since the 1980s (Dahlquist and Hasseltoft, 2013).”
• A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012, unknown): “2 Our findings are consistent with Dahlquist and Hasseltoft (2011) and Sekkel (2011), who show the evidence”