Bond Risk Premia and Realized Jump Risk

2008 ◽  
Author(s):  
Jonathan H. Wright ◽  
Hao Zhou
Keyword(s):  
Risk Premia ◽  
Jump Risk ◽  
Bond Risk Premia ◽  
Bond Risk

Bond risk premia and realized jump risk

2009 ◽  
Vol 33 (12) ◽  
pp. 2333-2345 ◽  
Author(s):  
Jonathan H. Wright ◽  
Hao Zhou
Keyword(s):  
Risk Premia ◽  
Jump Risk ◽  
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
Sign in / Sign up

Export Citation Format

Share Document