Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia

Leonardo Iania, Marco Lyrio and Rubens Moura

No 2020010, LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Keywords: Risk Premia; Term Structure of Interest Rates; International Finance; Emerging Markets (search for similar items in EconPapers)
JEL-codes: E43 E44 G15 (search for similar items in EconPapers)
Date: 2020-01-01
New Economics Papers: this item is included in nep-cis and nep-mac
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://dial.uclouvain.be/pr/boreal/en/object/bore ... tastream/PDF_02/view (application/pdf)

Related works:
Journal Article: Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ajf:louvlf:2020010

Access Statistics for this paper

More papers in LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Séverine De Visscher ().