Revisiting the Bond Premium Puzzle: A Robustness Approach

Mendeley Data 2026 Dataset Open access

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Authors: Ferenc Horváth
DOI: 10.17632/v8v7kjj47y
Cited by: 0

Abstract

This file contains the MATLAB code used to obtain the results in the paper Revisiting the Bond Premium Puzzle: A Robustness Approach by Ferenc Horvath, Frank de Jong, and Bas J.M. Werker.

Fields of Study & Subjects

Financial Markets and Investment Strategies Credit Risk and Financial Regulations Stochastic processes and financial applications

Publication details

Journal / source
Mendeley Data
Publication date
4 February 2026
Document type
Dataset