International bond risk premia, currency of denomination, and macroeconomic (in)stability

2018 ◽  
Vol 20 (6) ◽  
pp. 795-821
Author(s):  
Shu-Hua Chen
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

Robust Bond Risk Premia

2015 ◽  
Author(s):  
Michael Bauer ◽  
James D. Hamilton
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Procyclical Asset Management and Bond Risk Premia

2020 ◽  
Author(s):  
Alexandru Barbu ◽  
Christoph Fricke ◽  
Emanuel Moench
Keyword(s):  
Asset Management ◽  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk
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