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Risk premia and the European government bond market: new empirical evidence and some thoughts from the perspective of the life insurance industry

We study yield spreads between government bonds in the European Monetary Union. This segment of the global fixed income market is of particular importance for insurance companies in Europe. Our empirical research strategy is inspired by Gunay (2020) who has analyzed the relationship between credit a...

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Detalles Bibliográficos
Autores principales: Tholl, Johannes, Basse, Tobias, Meier, Samira, Rodriguez Gonzalez, Miguel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8422063/
http://dx.doi.org/10.1007/s12297-021-00503-2