The Equity-like Behaviour of Sovereign Bonds
Year of publication: |
2014-12
|
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Authors: | Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone |
Institutions: | Henley Business School, University of Reading |
Subject: | government bonds | subprime crisis | sovereign debt crisis | credit risk | liquidity risk | asset pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number icma-dp2014-16 |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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