Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Year of publication: |
2018
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Authors: | Nitschka, Thomas |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 83.2018, p. 44-54
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Subject: | Bond return | Global CAPM | Monetary policy | Risk factors | Spillover | Geldpolitik | CAPM | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | USA | United States | Welt | World | Risikoprämie | Risk premium | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Anleihe | Bond |
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