The time decay of bond premium and discount : an analysis of the time passage effect on bond prices
Year of publication: |
2014
|
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Authors: | Brusa, Jorge ; Gu, Jenny ; Liu, Grace Yaru |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 5, p. 323-330
|
Subject: | Time Decay | Premium Bond | Discount Bond | Time Passage Effect | Quantitative Easing | Anleihe | Bond | Zinsstruktur | Yield curve | Zeit | Time | Risikoprämie | Risk premium | CAPM | Öffentliche Anleihe | Public bond |
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