Abstract: Bond Risk Premia

Jack Clark Francis

Journal of Financial and Quantitative Analysis, 1976, vol. 11, issue 4, 643-644

Abstract: Bond Risk Premia, or synonymously, yield spreads have been the subject of numerous theoretical and empirical studies. These studies always measured the difference yield spread (DYS hereafter), usually in terms of U. S. Treasury Bonds, as shown in equation (1).

Date: 1976
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