✦ LIBER ✦

International evidence on bond risk premia

✍ Scribed by Rodrigo Sekkel

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

Varying risk premia in international bon

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

Bond risk premia and realized jump risk

✍ Jonathan H. Wright; Hao Zhou 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 779 KB

Macro Factors in Bond Risk Premia

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

Cyclical variability of bond risk premia

✍ William V. Gehrlein; Thomas H. McInish 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 519 KB

How important is liquidity risk for sove

✍ Ron Alquist 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 381 KB