A Guarantee – Does the Obligee Agree? A Risk Premium Decomposition of Sub-Sovereign Bond Spreads
Year of publication: |
2019
|
---|---|
Authors: | Knezevic, David ; Krüger, Niclas A. ; Nordström, Martin |
Publisher: |
Örebro : Örebro University School of Business |
Subject: | Municipality bonds | risk premium | credit risk | liquidity risk | yield spread |
Series: | Working Paper ; 12/2019 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/244558 [Handle] RePEc:hhs:oruesi:2019_012 [RePEc] |
Classification: | G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions ; H74 - State and Local Borrowing |
Source: |
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