A Factor Analysis of Bond Risk Premia

Handbook of Empirical Economics and Finance
doi 10.1201/b10440-13
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Chapman and Hall/CRC

Related search

A Factor Analysis of Bond Risk Premia

2009English

Robust Bond Risk Premia

2017English

Short-Run Bond Risk Premia

Quarterly Journal of Finance
ManagementEconomicsStrategyEconometricsFinance
2019English

Bond Risk Premia in Consumption-Based Models

SSRN Electronic Journal
2017English

Distress Risk Premia in Stock and Bond Returns

SSRN Electronic Journal
2011English

Time Varying Risk Premia in Corporate Bond Markets

SSRN Electronic Journal
2008English

Time-Varying Risk Aversion and the Predictability of Bond Premia

Finance Research Letters
Finance
2019English

Sources of Time Varying Risk and Risk Premia in U.S. Stock and Bond Markets

SSRN Electronic Journal
2003English

Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information From a Panel of Indicators

Econometric Reviews
EconomicsEconometrics
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy