An empirical analysis of segmented pricing of bond systematic risk
Terry Benzschawel, Liang Fu, and Austin Murphy
| Year of publication: |
2014
|
|---|---|
| Authors: | Benzschawel, Terry ; Fu, Liang ; Murphy, Austin |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 47.2014, 3, p. 439-464
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| Subject: | bonds | betas | yield spreads | market segmentation | systematic risk | Anleihe | Bond | CAPM | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Marktsegmentierung | Market segmentation | Kapitaleinkommen | Capital income | Risiko | Risk | Betafaktor | Beta risk | Öffentliche Anleihe | Public bond | Theorie | Theory | Unternehmensanleihe | Corporate bond | Schätzung | Estimation | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in dt. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010433255