Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic

SSRN Electronic Journal ◽

10.2139/ssrn.3857400 ◽

2021 ◽

Author(s):

Stefano Corradin ◽

Niklas Grimm ◽

Bernd Schwaab

Keyword(s):

Euro Area ◽

Risk Premia ◽

Sovereign Bond ◽

Bond Risk Premia ◽

Bond Risk

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How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1723302 ◽

2008 ◽

Cited By ~ 1

Author(s):

Ron Alquist

Keyword(s):

Stock Exchange ◽

Liquidity Risk ◽

Risk Premia ◽

London Stock Exchange ◽

Sovereign Bond ◽

Bond Risk Premia ◽

Bond Risk

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How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange

Journal of International Economics ◽

10.1016/j.jinteco.2010.07.007 ◽

2010 ◽

Vol 82 (2) ◽

pp. 219-229 ◽

Cited By ~ 15

Author(s):

Ron Alquist

Keyword(s):

Stock Exchange ◽

Liquidity Risk ◽

Risk Premia ◽

London Stock Exchange ◽

Sovereign Bond ◽

Bond Risk Premia ◽

Bond Risk

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Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.2828610 ◽

2016 ◽

Author(s):

Juan Angel Garcia ◽

Sebastian Werner

Keyword(s):

Financial Crisis ◽

Euro Area ◽

Risk Premia ◽

Macroeconomic Factors ◽

Bond Risk Premia ◽

Bond Risk

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Have Euro Area Government Bond Risk Premia Converged to Their Common State?

SSRN Electronic Journal ◽

10.2139/ssrn.1123424 ◽

2008 ◽

Cited By ~ 4

Author(s):

Lorenzo Pozzi ◽

Guido Wolswijk

Keyword(s):

Euro Area ◽

Risk Premia ◽

Government Bond ◽

Bond Risk Premia ◽

Bond Risk

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Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.2670913 ◽

2015 ◽

Cited By ~ 3

Author(s):

Juan A. Garcia ◽

Sebastian E. V. Werner

Keyword(s):

Financial Crisis ◽

Euro Area ◽

Risk Premia ◽

Macroeconomic Factors ◽

Bond Risk Premia ◽

Bond Risk

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Bond Risk Premia and Realized Jump Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1319126 ◽

2008 ◽

Cited By ~ 11

Author(s):

Jonathan H. Wright ◽

Hao Zhou

Keyword(s):

Risk Premia ◽

Jump Risk ◽

Bond Risk Premia ◽

Bond Risk

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Discount Factors, Disagreement, and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1787198 ◽

2011 ◽

Author(s):

Andrea Buraschi ◽

Paul Whelan

Keyword(s):

Risk Premia ◽

Discount Factors ◽

Bond Risk Premia ◽

Bond Risk

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Corporate Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2235168 ◽

2013 ◽

Cited By ~ 1

Author(s):

Christian Speck

Keyword(s):

Risk Premia ◽

Corporate Bond ◽

Bond Risk Premia ◽

Bond Risk

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Macro-Expectations and Bond Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2494765 ◽

2014 ◽

Author(s):

Jonas Nygaard Eriksen

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

Bond Risk

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Bond Risk Premia, Return Decomposition and the Intertemporal CAPM

SSRN Electronic Journal ◽

10.2139/ssrn.888627 ◽

2012 ◽

Cited By ~ 1

Author(s):

Paulo F. Maio

Keyword(s):

Risk Premia ◽

Bond Risk Premia ◽

Return Decomposition ◽

Intertemporal Capm ◽

Bond Risk

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