Article contents
Abstract: Bond Risk Premia
Published online by Cambridge University Press: 19 October 2009
Extract
Bond Risk Premia, or synonymously, yield spreads have been the subject of numerous theoretical and empirical studies. These studies always measured the difference yield spread (DYS hereafter), usually in terms of U. S. Treasury Bonds, as shown in equation (1).
- Type
- XII. Securities–Risk and Return
- Information
- Journal of Financial and Quantitative Analysis , Volume 11 , Issue 4 , November 1976 , pp. 643 - 644
- Copyright
- Copyright © School of Business Administration, University of Washington 1976
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