Risk Premiums

Created
Wed, 09/11/2022 - 20:00
Barbara Jankowiak, Natan Misak and Nicholas Vause Both financial market participants and regulators have suggested that investor risk appetite has declined since the beginning of the year. This post presents some evidence from credit markets consistent with such developments, and offers two possible explanations. We build on analysis in an earlier post that looked at … Continue reading Bitesize: The pricing of credit risk