scholarly journals How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange

2008 ◽  
Author(s):  
Ron Alquist
Keyword(s):  
Stock Exchange ◽  
Liquidity Risk ◽  
Risk Premia ◽  
London Stock Exchange ◽  
Sovereign Bond ◽  
Bond Risk Premia ◽  
Bond Risk

scholarly journals Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic

2021 ◽  
Author(s):  
Stefano Corradin ◽  
Niklas Grimm ◽  
Bernd Schwaab
Keyword(s):  
Euro Area ◽  
Risk Premia ◽  
Sovereign Bond ◽  
Bond Risk Premia ◽  
Bond Risk

Bond Risk Premia and Realized Jump Risk

2008 ◽  
Author(s):  
Jonathan H. Wright ◽  
Hao Zhou
Keyword(s):  
Risk Premia ◽  
Jump Risk ◽  
Bond Risk Premia ◽  
Bond Risk

Macro-Expectations and Bond Risk Premia

2014 ◽  
Author(s):  
Jonas Nygaard Eriksen
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk

Robust Bond Risk Premia

2015 ◽  
Author(s):  
Michael Bauer ◽  
James D. Hamilton
Keyword(s):  
Risk Premia ◽  
Bond Risk Premia ◽  
Bond Risk
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