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Abstract: Bond Risk Premia

Published online by Cambridge University Press:  19 October 2009

Jack Clark Francis
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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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