Unobservable country bond premia and fragmentation
Year of publication: |
2018
|
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Authors: | De Santis, Roberto A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 82.2018, p. 1-25
|
Subject: | Corporate credit spreads | Excess bond premium | Fragmentation | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Anleihe | Bond | Unternehmensanleihe | Corporate bond | Theorie | Theory | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market |
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