Department of Economics and Business Economics

The Yield Spread and Bond Return Predictability in Expansions and Recessions

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The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Jensen, Magnus David Sander; Møller, Stig Vinther.

In: Review of Financial Studies, 2020.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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@article{02f484fe54e7447dac9a11d3a7f93a72,
title = "The Yield Spread and Bond Return Predictability in Expansions and Recessions",
author = "Andreasen, {Martin M{\o}ller} and Tom Engsted and Jensen, {Magnus David Sander} and M{\o}ller, {Stig Vinther}",
year = "2020",
language = "English",
journal = "Review of Financial Studies",
issn = "0893-9454",
publisher = "Oxford University Press",

}

RIS

TY - JOUR

T1 - The Yield Spread and Bond Return Predictability in Expansions and Recessions

AU - Andreasen, Martin Møller

AU - Engsted, Tom

AU - Jensen, Magnus David Sander

AU - Møller, Stig Vinther

PY - 2020

Y1 - 2020

M3 - Journal article

JO - Review of Financial Studies

JF - Review of Financial Studies

SN - 0893-9454

ER -