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An Empirical Bond Portfolio Study: Evidence from the Asian Emerging Bond Market

https://doi.org/10.2139/ssrn.1925908

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Business conditions and expected returns on stocks and bonds

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What does the yield curve tell us about GDP growth?

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Multinationals and the gains from international diversification

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International financial integration in Asian bond markets

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Stochastic models, estimation, and control

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Stochastic models, estimation, and control

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MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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Economic Forces and the Stock Market

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Inference and missing data

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THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS

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PORTFOLIO SELECTION*

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Performance Hypothesis Testing with the Sharpe and Treynor Measures

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The Number of Factors in Security Returns

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Bayesian Forecasting

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A New Approach to Linear Filtering and Prediction Problems

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Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter?

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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The Benefits of International Diversification in Bonds

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International Market Correlation and Volatility

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LDC's Foreign Borrowing and Default Risk: An Empirical Investigation

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What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

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The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach

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Multinationals and the Gains from International Diversification

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The Sharpe Ratio

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Relating Global Bond Yields to Macroeconomic Forecasts

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A New Financial Market Structure for East Asia: How to Promote Regional Financial Market Integration*

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Financial Markets and the Real Economy

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