A Note on Sector, Rating, and Maturity Effects on Risk Premia
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More about this item
Keywordscorporate yields; maturity; principal components; rating; sector;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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