Panel Data Models with Unobserved Multiple Time- Varying Effects to Estimate Risk Premium of Corporate Bonds
Year of publication: |
2010-10-19
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Authors: | Bada, Oualid ; Kneip, Alois |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Panel Data Model | Factor Analysis | Credit Spread | Systematic Risk Premium |
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