Sovereign risk premia and global macroeconomic conditions
Sandro C. Andrade, Adelphe Ekponon, Alexandre Jeanneret
| Year of publication: |
2023
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|---|---|
| Authors: | Andrade, Sandro C. ; Ekponon, Adelphe ; Jeanneret, Alexandre |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 147.2023, 1, p. 172-197
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| Subject: | Sovereign bonds | Risk premium | Consumption-based asset pricing | Credit risk | Macroeconomic conditions | Risikoprämie | Länderrisiko | Country risk | CAPM | Öffentliche Anleihe | Public bond | Kreditrisiko | Zinsstruktur | Yield curve | Öffentliche Schulden | Public debt | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013546048