Fiscal policy driven bond risk premia
Year of publication: |
2020
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Authors: | Bretscher, Lorenzo ; Hsu, Alex ; Tamoni, Andrea |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 1, p. 53-73
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Subject: | Bond risk premia | Fiscal policy | Term structure | Uncertainty | Finanzpolitik | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Anleihe | Bond | Öffentliche Schulden | Public debt | Volatilität | Volatility | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond |
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