Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Year of publication: |
2019
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Authors: | Yun, Jaeho |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 93.2019, p. 223-243
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Subject: | Bond risk premia | Global liquidity factors | Korean government bonds | Macro factors | Südkorea | South Korea | Risikoprämie | Risk premium | Kapitalmobilität | Capital mobility | Volatilität | Volatility | Kleine offene Volkswirtschaft | Small open economy | Anleihe | Bond | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
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