Volatility and Jump Risk Premia in Emerging Market Bonds
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More about this item
KeywordsBonds; Economic models; Emerging markets; Risk premium; Interest rates; Volatility; Jumps; Risk Premia; bond; bond yields; polynomial; statistics; Jumps And Risk Premia;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-16 (All new papers)
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