Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence
收藏NBER2019-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25995
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资源简介：
We provide time-series and cross-sectional evidence on the significance of a risk-return tradeoff in the corporate bond market. We find a significantly positive intertemporal relation between expected return and risk in the bond market and the time-series predictability is driven by aggregate
提供机构：
美国国家经济研究局
创建时间：
2019-06-01
