Elevate your game in the face of challenging market conditions with this eye-opening guide
to portfolio management Investing Amid Low Expected Returns: Making the Most When …

This paper uses a bivariate GARCH framework to examine the lead‐lag relations and the
conditional correlations between 10‐year US government bond returns and their …

Cochrane and Piazzesi [Cochrane, JH, Piazzesi, M., 2005. Bond risk premia. American
Economic Review 95, 138–160] use forward rates to forecast future bond returns. We extend …

В коллективной монографии кафедры фондового рынка и рынка инвестиций НИУ ВШЭ
представлены результаты научных исследований по развитию инновационных …

Status quo bias is a systematic cognitive error which makes it difficult for individuals to make
decisions independently of the currently dominant situation. This study pursues the question …

This paper assesses the incremental diversification benefits to US investors from investing in
international government bonds. In light of suggestions that these benefits have fallen …

This study deals with the phenomenon of topically oriented trend adjustment in the time
series of financial market forecasts. A total of 1,182 time series with altogether 158,022 …

This paper documents predictable time-variation in the real return beta of US Treasury
Inflation Protected Securities (TIPS) and in the Sharpe ratios of both indexed and …

We analysed interest rate forecasts from Australia, China, Hong Kong, India, Indonesia,
Malaysia, New Zealand, Singapore, South Korea, Taiwan and Thailand. We assessed 532 …

This study evaluates 10-year US government bond yield forecasts and three-month US
Treasury bill rate forecasts for the period between October 1989 and December 2004. In …