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Implicit inflation and risk premiums in the Brazilian fixed income market

Mariani, Lucas Argentieri; Laurini, Márcio Poletti - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1836-1853

Persistent link: https://www.econbiz.de/10011824783

Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13

The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model allows for asymmetric risk premia, causality...

Persistent link: https://www.econbiz.de/10012422545

Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

Aftab, Hira; Beg, Rabiul Alam - In: Inventi impact: microfinance & banking (2021) 2, pp. 70-82

Persistent link: https://www.econbiz.de/10012816012

Research on corporate bond risk premium and default based on voluntary dual ratings selection

Yu, Qianlong; Xiao, Xiaoyi; Lin, Yimin - In: Emerging markets, finance and trade : EMFT 59 (2023) 6, pp. 1690-1706

Persistent link: https://www.econbiz.de/10014289783

How to estimate the yield curve and the forward rate curve by means of bond prices?

Delbaen, F.; Lorimier, S. - 1992

Persistent link: https://www.econbiz.de/10000136405

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Barr, David G.; Pesaran, Bahram - 1995

Persistent link: https://www.econbiz.de/10000907732

The risk premium on Italian government debt, 1976 - 88

Cottarelli, Carlo - In: Macroeconomics and macroeconomic policy issues, (pp. 33-72). 1991

Persistent link: https://www.econbiz.de/10001278937

The impact of a new futures contract on risk premia in the term structure : an APT analysis for French government bonds

Citanna, Alessandro - In: Financial markets' liberalisation and the role of banks, (pp. 218-247). 1993

Persistent link: https://www.econbiz.de/10001282492

Tax rates, default risk, risk premiums and recovery rates : evidence from treasury and municipal bonds

Sheehan, Richard Gerhard; Wohar, Mark E. - In: Journal of economic research 4 (1999) 1, pp. 11-35

Persistent link: https://www.econbiz.de/10001406838

The variation of economic risk premiums in real estate returns

Karolyi, G. Andrew; Sanders, Anthony B. - In: The journal of real estate finance and economics 17 (1998) 3, pp. 245-262

Persistent link: https://www.econbiz.de/10001369116

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