Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"
Year of publication: |
2014
|
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Authors: | Murphy, Austin ; Benzschawel, Terry ; Fu, Liang |
Published in: |
Proceedings of the Second International Conference on Credit Analysis and Risk Management. - Newcastle upon Tyne : Cambridge Scholars Publ., ISBN 1-4438-6652-0. - 2014, p. 116-119
|
Subject: | Marktsegmentierung | Market segmentation | CAPM | Risikoprämie | Risk premium | Rentenmarkt | Bond market |
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