Skip navigation
Skip navigation

Essays on Bond Yields

Murik, Vijay

Description

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)
URI: http://hdl.handle.net/1885/9047

Download

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


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator