Analyzing determinants of bond yield spreads with Bayesian Model Averaging
Year of publication: |
2013
|
---|---|
Authors: | Maltritz, Dominik ; Molchanov, Alexander |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5275-5284
|
Subject: | Sovereign bond yield spreads | Country default risk | Bayesian Model Averaging | Bayes-Statistik | Bayesian inference | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Welt | World | Schätzung | Estimation | Kreditrisiko | Credit risk |
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