Systematic risk and yield premiums in the bond market
Year of publication: |
2015
|
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Authors: | Fu, Liang ; Murphy, Austin ; Benzschawei, Terry |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 11.2015, 2, p. 1-40
|
Subject: | bond | systematic risk | spread | market premium | default probability | Beta | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Risiko | Risk | Rentenmarkt | Bond market | Betafaktor | Beta risk | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Anleihe | Bond | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Unternehmensanleihe | Corporate bond |
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