Global bond risk premia under falling stars
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DOI: 10.1016/j.frl.2020.101916
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Cited by:
- Dai, Haiyan & Dong, Xueqin & Xue, Fang, 2024. "Corporate credit risk and bond yield spreads: Market reactions to the spreads," Finance Research Letters, Elsevier, vol. 67(PB).
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More about this item
Keywords
Interest rate forecast; Predictive regression; Macroeconomic trend; Shifting endpoints; Trend estimation;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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