Concepedia

Bond Returns

Bond Returns is the total financial gain or loss realized by an investor from holding a bond, comprising both periodic coupon payments and any capital gain or loss due to changes in the bond's market price over a specified period.

626

Publications

61.2K

Citations

918

Authors

577

Institutions

Publications per year

2017–2026

136

Parents

Publications

626

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.2K citations

, , +12

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

, , +13

Common Factors Affecting Bond Returns

Robert B. Litterman, José Scheinkman · The Journal of Fixed Income · 1991 · 1.9K citations

, , +12

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

Lorenzo Cappiello, Robert F. Engle, Keith Sheppard · Journal of Financial Econometrics · 2006 · 1.7K citations · Full text

, , +17

The Variation of Economic Risk Premiums

Wayne E. Ferson, Campbell R. Harvey · Journal of Political Economy · 1991 · 1.7K citations

, , +17

1–5 of 626

Authors

918

  1. MG
    Massimo Guidolin

    Bocconi University, Italy

    12 publications · 1.1K citations

    12

    h-index

  2. CW
    Chunchi Wu

    Syracuse University, United States

    11 publications · 976 citations

    10

    h-index

  3. AT
    Allan Timmermann

    University of California San Diego, United States

    10 publications · 1.2K citations

    10

    h-index

  4. MD
    Michael D. Bauer

    Federal Reserve Bank of San Francisco, United States

    9 publications · 442 citations

    9

    h-index

  5. JY
    John Y. Campbell

    Harvard University, United States

    9 publications · 3.7K citations

    9

    h-index

1–5 of 918

Institutions

577

  1. National Bureau of Economic Research

    Cambridge, United States

    34 h-index

    88 publications

    10.1K citations

  2. New York University

    New York, United States

    19 h-index

    46 publications

    5K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    18 h-index

    29 publications

    1.6K citations

  4. University of California San Diego

    San Diego, United States

    13 h-index

    18 publications

    2K citations

  5. University of Pennsylvania

    Philadelphia, United States

    13 h-index

    14 publications

    749 citations

  6. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    12 h-index

    19 publications

    817 citations

  7. Federal Reserve

    Washington D.C., United States

    12 h-index

    15 publications

    2.1K citations

  8. Tilburg University

    Tilburg, The Netherlands

    12 h-index

    21 publications

    1.5K citations

1–8 of 577

Venues

  1. SSRN Electronic Journal

    Repository · 163 publications · 7K citations

    45

    h-index

  2. The Journal of Finance

    44 publications · 9.8K citations

    36

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 24 publications · 3.2K citations

    21

    h-index

  4. Review of Financial Studies

    22 publications · 5K citations

    20

    h-index

  5. Financial Analysts Journal

    FAJ · 24 publications · 2.9K citations

    19

    h-index

1–5