1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
Ilmanen is a vice president at Salomon Brothers, New York. This article is based on my dissertation in the Graduate School of Business at the University of Chicago. I would particularly like to thank my dissertation committee chairmen Eugene Fama and Kenneth French for helpful discussions. I also thank John Cochrane, George Constantinides, Wayne Ferson, Robin Grieves, Campbell Harvey, Doug Huggins, John Huizinga, Johnny Liew, Anthony Lynch, Guillermo Mondino, Rudi Schadt, Boaz Schwartz, René Stulz (the editor), Ingrid Tierens, and an anonymous referee for their comments. I am grateful to the Bank of Finland and Salomon Brothers for providing various data series.
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Time-Varying Expected Returns in International Bond Markets
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1995.tb04792.x
1995 The American Finance Association
Additional Information
How to Cite
ILMANEN, A. (1995), Time-Varying Expected Returns in International Bond Markets. The Journal of Finance, 50: 481–506. doi: 10.1111/j.1540-6261.1995.tb04792.x
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Ilmanen is a vice president at Salomon Brothers, New York. This article is based on my dissertation in the Graduate School of Business at the University of Chicago. I would particularly like to thank my dissertation committee chairmen Eugene Fama and Kenneth French for helpful discussions. I also thank John Cochrane, George Constantinides, Wayne Ferson, Robin Grieves, Campbell Harvey, Doug Huggins, John Huizinga, Johnny Liew, Anthony Lynch, Guillermo Mondino, Rudi Schadt, Boaz Schwartz, René Stulz (the editor), Ingrid Tierens, and an anonymous referee for their comments. I am grateful to the Bank of Finland and Salomon Brothers for providing various data series.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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