Disaster risk matters in the bond market
Year of publication: |
2022
|
---|---|
Authors: | Su, Hao ; Ying, Chengwei ; Zhu, Xiaoneng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
|
Subject: | Bond risk premium | Rare disaster risk | Return predictability | Yield curve | Risikoprämie | Risk premium | Zinsstruktur | Katastrophe | Disaster | Risiko | Risk | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Anleihe | Bond | Unternehmensanleihe | Corporate bond |
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