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~person:"Murphy, Austin"
~subject:"Unternehmensanleihe"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Research Report"
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Unternehmensanleihe
Risikoprämie
7
Risk premium
7
Theorie
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5
CAPM
4
Capital income
3
Corporate bond
3
Credit risk
3
Kapitaleinkommen
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Yield curve
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Zinsstruktur
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Bond
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Estimation
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Systemrisiko
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systematic risk
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Behavioral asset pricing
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Behavioral finance
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Behavioural finance
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Betriebliche Liquidität
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Bond market
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CDS pricing
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Corporate liquidity
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Countercyclical equity premia
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Credit derivative
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Credit spreads
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Equity premium
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Equity premium puzzle
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Murphy, Austin
Wu, Chunchi
8
Wang, Junbo
7
Bai, Jennie
3
De Santis, Roberto A.
3
Driessen, Joost
3
Duffie, Darrell
3
Goldstein, Robert S.
3
Guo, Liang
3
Helwege, Jean
3
Huang, Jing-Zhi
3
Kim, Dong H.
3
Takaoka, Sumiko
3
Yu, Fan
3
Ahsan, Amirul
2
Azad, A. S. M. Sohel
2
Bali, Turan G.
2
Benzschawel, Terry
2
Berndt, Antje
2
Bhanot, Karan
2
Chazi, Abdelaziz
2
Chen, Xi
2
Colombage, Sisira
2
Cooper, Peter
2
Cortazar, Gonzalo
2
Demirovic, Amer
2
Du, Ding
2
Ericsson, Jan
2
Fabozzi, Frank J.
2
Fridson, Martin S.
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Fu, Liang
2
Huang, Yu-Fan
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Jong, Frank de
2
Jung, Hojin
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Kim, Jong-Min
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Klein, Christian
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Lando, David
2
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Credit and capital markets : Kredit und Kapital
1
International review of financial analysis
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
3
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1
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin
;
Headley, Adrian
- In:
International review of financial analysis
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Saved in:
2
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
3
An empirical analysis of segmented pricing of bond systematic risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
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