Explaining risk premia on bonds and equities:
Between 2002 and early 2005 risk premia for a number of asset classes across broad geographical areas not only fell substantially but also tended to move more closely together than they had done historically. This raises the question to what extent this apparent reduced investor discrimination acros...
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| Format: | Elektronisch Artikel |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2006
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | Between 2002 and early 2005 risk premia for a number of asset classes across broad geographical areas not only fell substantially but also tended to move more closely together than they had done historically. This raises the question to what extent this apparent reduced investor discrimination across asset classes went beyond what can be accounted for by market-specific developments. In particular, the reduced discrimination among asset classes could suggest that factors other than market- or country-specific events have played a role in narrowing risk premia. |
| Beschreibung: | 1 Online-Ressource (18 p.) |
| DOI: | 10.1787/eco_studies-v2005-art5-en |
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| spelling | Kennedy, Mike VerfasserIn aut Explaining risk premia on bonds and equities Mike, Kennedy and Torsten, Sløk Paris OECD Publishing 2006 1 Online-Ressource (18 p.) Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Between 2002 and early 2005 risk premia for a number of asset classes across broad geographical areas not only fell substantially but also tended to move more closely together than they had done historically. This raises the question to what extent this apparent reduced investor discrimination across asset classes went beyond what can be accounted for by market-specific developments. In particular, the reduced discrimination among asset classes could suggest that factors other than market- or country-specific events have played a role in narrowing risk premia. Economics Sløk, Torsten MitwirkendeR ctb Enthalten in OECD Economic Studies Vol. 2005, no. 1, p. 111-125 volume:2005 year:2005 number:1 pages:111-125 FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/eco_studies-v2005-art5-en Volltext |
| spellingShingle | Kennedy, Mike Explaining risk premia on bonds and equities Economics |
| title | Explaining risk premia on bonds and equities |
| title_auth | Explaining risk premia on bonds and equities |
| title_exact_search | Explaining risk premia on bonds and equities |
| title_full | Explaining risk premia on bonds and equities Mike, Kennedy and Torsten, Sløk |
| title_fullStr | Explaining risk premia on bonds and equities Mike, Kennedy and Torsten, Sløk |
| title_full_unstemmed | Explaining risk premia on bonds and equities Mike, Kennedy and Torsten, Sløk |
| title_short | Explaining risk premia on bonds and equities |
| title_sort | explaining risk premia on bonds and equities |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/eco_studies-v2005-art5-en |
| work_keys_str_mv | AT kennedymike explainingriskpremiaonbondsandequities AT sløktorsten explainingriskpremiaonbondsandequities |