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Essays on Bond Yields

Murik, Vijay


This doctoral dissertation comprises three essays which study the determinants of bond yields. The dissertation is organised around the idea that bond yields can be partitioned into a risky component which prices for the risk of illiquidity and default; and a risk-free component which prices for investors' time preferences, and expected monetary policy movements. The first essay considers the liquidity and credit premia in supranational, semi-government and agency bond yields; term premia in...[Show more]

CollectionsOpen Access Theses
Date published: 2012-05-29
Type: Thesis (PhD)


File Description SizeFormat Image
02_whole_Murik.pdfWhole thesis1.15 MBAdobe PDFThumbnail
01_front_Murik.pdfFront matter121.84 kBAdobe PDFThumbnail

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