Terry Benzschawel

Bond Portfolio Analysis & Quantitative Strategy, Citi Fixed Income Currency

Managing Director

390 Greenwich Street

4th Floor

New York, NY 1001

United States

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Scholarly Papers (1)

1.

Systematic Risk and Yield Premiums in the Bond Market

Journal of Credit Risk, 2015
Posted: 12 Aug 2013 Last Revised: 10 Jun 2016
Liang Fu, Austin Murphy and Terry Benzschawel
Oakland University, Oakland University - School of Business Administration and Bond Portfolio Analysis & Quantitative Strategy, Citi Fixed Income Currency

Abstract:

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bonds, systematic risk, yield premiums, market price of risk