Risk factors in Australian bond returns
Robert J. Bianchi, Michael E. Drew, Eduardo Roca and Timothy Whittaker
| Year of publication: |
June 2017
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|---|---|
| Authors: | Bianchi, Robert ; Drew, Michael E. ; Roca, Eduardo ; Whittaker, Timothy |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 57.2017, 2, p. 351-372
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| Subject: | Asset pricing | Bond pricing | Default and term beta | Liquidity risk | CAPM | Anleihe | Bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Australien | Australia | Risiko | Risk | Theorie | Theory | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/acfi.12174 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011756380