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Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès libre |
Publication date | 2021 |
Language | Anglais |
Journal information | "Applied economics" - Vol. 53, no.58, p. 6721-6738 (2021) |
Peer reviewed | yes |
Publisher | Volume 53, 2021 - Issue 58 |
issn | 0003-6846 |
e-issn | 1466-4283 |
Publication status | Publié |
Affiliations |
UCL
- SSH/LIDAM/LFIN - Louvain Finance UCL - SSH/LIDAM/CORE - Center for operations research and econometrics |
Keywords | risk premia ; macro finance ; term structure of interest rates ; international finance |
Links |
Bibliographic reference | Iania, Leonardo ; Guimaraes Togeiro De Moura, Rubens ; Marco Lyrio. Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia. In: Applied economics, Vol. 53, no.58, p. 6721-6738 (2021) |
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Permanent URL | http://hdl.handle.net/2078.1/255106 |