Collateral affects return risk : evidence from the euro bond market
Year of publication: |
2020
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Authors: | Helberg, Stig ; Lindset, Snorre |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 34.2020, 1, p. 99-128
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Subject: | Covered bonds | Senior bonds | Systematic risk | Unsystematic risk | Instrument-specific risk | Risiko | Risk | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risikoprämie | Risk premium | CAPM | Öffentliche Anleihe | Public bond | Unternehmensanleihe | Corporate bond | Internationaler Finanzmarkt | International financial market | Systemrisiko | Systemic risk | Eurobond | Rentenmarkt | Bond market | Pfandbrief | Covered bond | Kreditsicherung | Collateral |
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