This paper examines the momentum effect and its causes, the persistence in default risk change in particular, in both … can be attributed to compensation for bearing a varying default risk and term risk. This paper shows that the change in … controlling for risk characteristics such as duration and yield-to-maturity.This paper also documents the integration of the …

Systematic risk (Beta) is one of the most effective factors in predicting the appropriate required rate of return of … portfolios. Understanding systematic risk of usual portfolio of various companies, investors consider financial investment more … leverage, financial leverage, Compound Leverage) as independent variables and Systematic risk (Beta) as dependent variables. To …