Analyzing determinants of bond yield spreads with Bayesian Model Averaging
Dominik Maltritz; Alexander Molchanov
| Year of publication: |
2013
|
|---|---|
| Authors: | Maltritz, Dominik ; Molchanov, Alexander |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5275-5284
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| Subject: | Sovereign bond yield spreads | Country default risk | Bayesian Model Averaging | Bayes-Statistik | Bayesian inference | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Schätzung | Estimation | Welt | World | Anleihe | Bond | Rendite | Yield | Kapitaleinkommen | Capital income | Unternehmensanleihe | Corporate bond | Länderrisiko | Country risk | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010343731