Bond Risk Premia, Return Decomposition and the Intertemporal CAPM

2012 ◽  
Author(s):  
Paulo F. Maio
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Return Decomposition ◽  
Intertemporal Capm ◽  
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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