Predictability of emerging market local currency bond risk premia
Vedat Akgiray, Sayad Baronyan, Emrah Sener and Osman Yılmaz
| Year of publication: |
2016
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|---|---|
| Authors: | Akgiray, Vedat ; Baronyan, Sayad ; Sener, Emrah ; Yılmaz, Osman |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 1627-1646
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| Subject: | emerging markets | bond prices | bond risk premia | predictability | Risikoprämie | Risk premium | Schwellenländer | Emerging economies | Anleihe | Bond | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Prognose | Forecast | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1011555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594415