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Term Premia in China Sovereign Bonds

https://doi.org/10.2139/ssrn.6857104
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00013-5openalex-snapshot
Bond Pricing and the Macroeconomy
inferredcites →https://doi.org/10.1016/j.jeconom.2008.06.002openalex-snapshot
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
inferredcites →https://doi.org/10.1016/j.jfineco.2022.04.001openalex-snapshot
What moves treasury yields?
inferredcites →https://doi.org/10.1016/j.jmoneco.2021.07.009openalex-snapshot
Monetary policy surprises and their transmission through term premia and expected interest rates
inferredcites →https://doi.org/10.1016/s0304-3932(03)00032-1openalex-snapshot
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
inferredcites →https://doi.org/10.1086/723574openalex-snapshot
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
inferredcites →https://doi.org/10.2139/ssrn.4471384openalex-snapshot
Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
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