Local currency bond risk premia : a panel evidence on emerging markets
Year of publication: |
2019
|
---|---|
Authors: | Cepni, Oguzhan ; Güney, Ethem |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 38.2019, p. 182-196
|
Subject: | Emerging markets | Dynamic factor model | Local currency bond risk premium | Panel regression | Schwellenländer | Emerging economies | Risikoprämie | Risk premium | Panel | Panel study | Schätzung | Estimation | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income |
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