Expected returns, risk and the integration of international bond markets

Journal of International Money and Finance

Volumn 23, Issue 1, 2004, Pages 71-97

  Barr, David G ^a   Priestley, Richard ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b BI NORWEGIAN BUSINESS SCHOOL   (Norway)

Author keywords

Bond markets; Conditional asset pricing; Expected returns; Partial integration

Indexed keywords

EID: 0346331603     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2003.10.005     Document Type: Article

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