Corporate Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2235168 ◽

2013 ◽

Author(s):

Christian Speck

Keyword(s):

Risk Premia ◽

Corporate Bond ◽

Bond Risk Premia ◽

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What Drives Corporate Bond Risk Premia? Evidence from the CDS Market

SSRN Electronic Journal ◽

10.2139/ssrn.1787316 ◽

2011 ◽

Author(s):

Antonio Diaz ◽

Jonatan Groba ◽

Pedro Serrano

Keyword(s):

Risk Premia ◽

Corporate Bond ◽

Bond Risk Premia ◽

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Bond Risk Premia and Realized Jump Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1319126 ◽

2008 ◽

Author(s):

Jonathan H. Wright ◽

Hao Zhou

Keyword(s):

Risk Premia ◽

Jump Risk ◽

Bond Risk Premia ◽

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Discount Factors, Disagreement, and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1787198 ◽

2011 ◽

Author(s):

Andrea Buraschi ◽

Paul Whelan

Keyword(s):

Risk Premia ◽

Discount Factors ◽

Bond Risk Premia ◽

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Macro-Expectations and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2494765 ◽

2014 ◽

Author(s):

Jonas Nygaard Eriksen

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

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Bond Risk Premia, Return Decomposition and the Intertemporal CAPM

SSRN Electronic Journal ◽

10.2139/ssrn.888627 ◽

2012 ◽

Author(s):

Paulo F. Maio

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

Return Decomposition ◽

Intertemporal Capm ◽

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Erratum to 'Time to build and bond risk premia’ [Journal of Economic Dynamics & Control (2020) 104024]

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2021.104079 ◽

2021 ◽

Vol 125 ◽

pp. 104079

Keyword(s):

Risk Premia ◽

Economic Dynamics ◽

Bond Risk Premia ◽

Time To Build ◽

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Monetary policy, bond risk premia, and the economy

Journal of Monetary Economics ◽

10.1016/j.jmoneco.2015.09.003 ◽

2015 ◽

Vol 76 ◽

pp. 124-140 ◽

Author(s):

Peter N. Ireland

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Bond Risk Premia ◽

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Robust Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2686125 ◽

2015 ◽

Author(s):

Michael Bauer ◽

James D. Hamilton

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

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International bond risk premia, currency of denomination, and macroeconomic (in)stability

Journal of Public Economic Theory ◽

10.1111/jpet.12333 ◽

2018 ◽

Vol 20 (6) ◽

pp. 795-821

Author(s):

Shu-Hua Chen

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

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Procyclical Asset Management and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3665129 ◽

2020 ◽

Author(s):

Alexandru Barbu ◽

Christoph Fricke ◽

Emanuel Moench

Keyword(s):

Asset Management ◽

Risk Premia ◽

Bond Risk Premia ◽

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