Measuring efficiency and risk in the major bond markets
Year of publication: |
1992
|
---|---|
Authors: | Hall, Stephen G. |
Other Persons: | Miles, David (contributor) |
Published in: |
Oxford economic papers. - Oxford : Oxford Univ. Press, ISSN 0030-7653, ZDB-ID 207599-4. - Vol. 44.1992, 4, p. 67-93
|
Subject: | Börsenkurs | Share price | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Theorie | Theory |
-
Debt crises : for whom the bell tolls
Cole, Harold L., (2016)
-
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz, (2019)
-
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo, (2018)
- More ...
-
Monitoring bank risk : a market based approach
Hall, Stephen G., (1990)
-
Hall, Stephen G., (1988)
-
A multivariate GARCH in mean estimation of the capital asset pricing model
Hall, Stephen G., (1988)
- More ...