Risk factors in Australian bond returns
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Material Type |
Article
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Author(s) |
J. Bianchi, Robert (Author)
E. Drew, Michael (Author)
Roca, Eduardo (Author)
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Source Journal Info. |
Title:
Accounting & Finance
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Volume/ Issue No.: 2017/JUN V.57 N.2
Call No.:657.05 AFI Location: Periodicals & References Hall - 2nd floor
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Physical Description |
p 373-400
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Subject Area/ Descriptors |
Accounting
(2845)
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Abstract |
This study examines the risk factors in Australian bond returns. The study quantifies bond liquidity and estimates a liquidity risk factor in the Australian setting. We develop a three-factor asset pricing framework that uses term,...
Full Abstract
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Journal:
Accounting & Finance
(276)
Issu: 2017/JUN V.57 N.2
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