Essays on Bond Yields
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]
|Collections||Open Access Theses|
|02_whole_Murik.pdf||Whole thesis||1.15 MB||Adobe PDF|
|01_front_Murik.pdf||Front matter||121.84 kB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.