Manchester M13 9PL
Manchester Business School
in Total Papers Downloads
in Total Papers Citations
Credit Spreads, Liquidity, Asset Pricing, Bond Yields
asset pricing, predictability
Credit Spreads, Risky Debt Yields, Term Structure
Entropy Bounds, Multiplicative Decomposition of Pricing Kernel
predictability, equity premium
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.172 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you