Robust Bond Risk Premia

2015 ◽  
Author(s):  
Michael Bauer ◽  
James D. Hamilton
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

Bond Risk Premia and Realized Jump Risk

2008 ◽  
Author(s):  
Jonathan H. Wright ◽  
Hao Zhou
Keyword(s):  
Risk Premia ◽  
Jump Risk ◽  
Bond Risk Premia ◽  
Bond Risk

Discount Factors, Disagreement, and Bond Risk Premia

2011 ◽  
Author(s):  
Andrea Buraschi ◽  
Paul Whelan
Keyword(s):  
Risk Premia ◽  
Discount Factors ◽  
Bond Risk Premia ◽  
Bond Risk

Corporate Bond Risk Premia

2013 ◽  
Author(s):  
Christian Speck
Keyword(s):  
Risk Premia ◽  
Corporate Bond ◽  
Bond Risk Premia ◽  
Bond Risk

Macro-Expectations and Bond Risk Premia

2014 ◽  
Author(s):  
Jonas Nygaard Eriksen
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Monetary policy, bond risk premia, and the economy

2015 ◽  
Vol 76 ◽  
pp. 124-140 ◽  
Author(s):  
Peter N. Ireland
Keyword(s):  
Monetary Policy ◽  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

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

2018 ◽  
Vol 20 (6) ◽  
pp. 795-821
Author(s):  
Shu-Hua Chen
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Procyclical Asset Management and Bond Risk Premia

2020 ◽  
Author(s):  
Alexandru Barbu ◽  
Christoph Fricke ◽  
Emanuel Moench
Keyword(s):  
Asset Management ◽  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk
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