Varying risk premia in international bond markets

Journal of Banking and Finance

Volumn 33, Issue 8, 2009, Pages 1361-1375

  Kessler, Stephan ^a   Scherer, Bernd ^a  

^a MORGAN STANLEY   (United States)

Author keywords

Bayesian model averaging; Bonds; Forward curve; International markets; Risk premium; Trading strategy

Indexed keywords

EID: 67349261549     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.02.007     Document Type: Article

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