Decomposing long bond returns : a decentralized theory
Peter Carr and Liuren Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Carr, Peter ; Wu, Liuren |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 3, p. 997-1026
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| Subject: | Bond return decomposition | Yield decomposition | Duration | Convexity | Carry effect | Expectation | Risk premium | Local commonality | Butterfly trades | Risikoprämie | Anleihe | Bond | Kapitaleinkommen | Capital income | Theorie | Theory | Zinsstruktur | Yield curve | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Rendite | Yield | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014318020