Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market
Year of publication: |
2021
|
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Authors: | Aftab, Hira ; Beg, Rabiul Alam |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2021, 2, p. 70-82
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Subject: | asymmetric volatility | risk premium | partial co-volatility spillovers | bond-market | Risikoprämie | Risk premium | Frankreich | France | Volatilität | Volatility | Australien | Australia | Rentenmarkt | Bond market | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Anleihe | Bond | Kapitaleinkommen | Capital income |
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