Macro factors in bond risk premia
Year of publication: |
2009
|
---|---|
Authors: | Ludvigson, Sydney C. ; Ng, Serena |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 12, p. 5027-5067
|
Subject: | Staatspapier | Government securities | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | USA | United States | 1964-2003 |
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