The Banking View of Bond Risk Premia
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References listed on IDEAS
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- Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan, 2019. "Procyclical leverage in Europe and its role in asset pricing," Discussion Papers 10/2019, Deutsche Bundesbank.
More about this item
- G0 - Financial Economics - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2019-10-21 (Banking)
- NEP-FMK-2019-10-21 (Financial Markets)
- NEP-UPT-2019-10-21 (Utility Models & Prospect Theory)
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