Finding 5180Emerging EvidenceValidation V0
A novel and robust term structure model separates liquidity and credit premia in bond prices, revealing distinct time behaviors and proving both risks significant, yet emerging from distinct market forces.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
A novel and robust term structure model separates liquidity and credit premia in bond prices, revealing distinct time behaviors and proving both risks significant, yet emerging from distinct market forces.
key_findings bullet 1 · key_findings
Inspect source: Joint estimation of liquidity and credit risk premia in bond prices with an application →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.