✦ LIBER ✦

Bond risk premia and realized jump risk

✍ Scribed by Jonathan H. Wright; Hao Zhou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bond Risk Premia

✍ Cochrane, John H; Piazzesi, Monika 📂 Article 📅 2005 🏛 American Economic Association 🌐 English ⚖ 542 KB

International evidence on bond risk prem

✍ Rodrigo Sekkel 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 400 KB

Macro Factors in Bond Risk Premia

✍ Ludvigson, Sydney C.; Ng, Serena 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 876 KB

Varying risk premia in international bon

✍ Stephan Kessler; Bernd Scherer 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 364 KB

Bond risk premia, macroeconomic fundamen

✍ Marcello Pericoli; Marco Taboga 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 504 KB

Distress risk premia in expected stock a

✍ Andrew Jianzhong Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 305 KB