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Decomposing risks in bond portfolios: International evidence
David Sun
,
Shih Chuan Tsai
, Chun Da Chen
Department of Business Administration
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peer-review
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Economics, Econometrics and Finance
Yield Curve
100%
Fixed Effects
100%
Corporate Bond
100%
International Liquidity
100%
Risk Factor
100%
INIS
risks
100%
decomposition
33%
diversification
33%
yields
16%
benchmarks
16%
availability
16%
global risk
16%