Bond risk premia and realized jump risk
Year of publication: |
2009
|
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Authors: | Wright, Jonathan H. ; Zhou, Hao |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 12, p. 2333-2345
|
Subject: | Anleihe | Bond | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Theorie | Theory |
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