Risk taking by Japanese bond investors: Testing the "reach for yields" hypothesis in the Japanese bond markets
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- Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 38-47.
More about this item
KeywordsCAPM Reach for yields Corporate bonds Skewness Risk aversion;
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