Time-varying pricing of risk in sovereign bond futures returns
Barbora Malinská
| Year of publication: |
2022
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|---|---|
| Authors: | Malinská, Barbora |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-19
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| Subject: | Risk-return trade-off | Bond pricing | High-frequency data | Realized moments | Time-varying coefficients | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income | Anleihe | Bond | Börsenkurs | Share price | Volatilität | Volatility | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102531 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455827