# data[].attributes.body
IR= r* +IP+ DRP+ MRP+LP

# data[].attributes.body
r, r*, IP, DRP, LP, MRP

# data[].attributes.body
Interest= Risk free + Risk premiums
r= r* + IP + DRP + LP + MRP

# data[].attributes.body
IP,DRP,LP,MRP,r,r*

# data[].attributes.body
r,r*,rRF,IP,DRP

# data[].attributes.body
Required return = real risk free+inflation premium+default risk premium+liquidity premium+ maturity premium

# data[].attributes.body
r, r*, IP, DRP, LP, MRP, interest rate risk

# data[].attributes.body
r*, IP, DRP, LP, MRP

# data[].attributes.body
interest rate = risk free + risk premium

# data[].attributes.body
DRP
LP
MRP
r*

# data[].attributes.body
r, r*, IP, DRP, LP, MRP

# data[].attributes.body
IP, DRP,MRP,r*

# data[].attributes.headline
Determinants of interest: r*, IP,DRP,LP,MRP

# data[].attributes.subject
Determinants of interest: r*, IP,DRP,LP,MRP

# data[].attributes.body
Required return equals real risk free int rate plus

# data[].attributes.body
r, r*

# data[].attributes.body
r=r*+IP+DRP+LP+MRP

# data[].attributes.body
Real risk free, inflation, default, liquidity,mature premiums

# data[].attributes.body
real risk-free
inflation premium
default risk premium
liquidity premium
maturity risk premium

# data[].attributes.body
r*, IP, DRP, LP, MRT

# data[].attributes.body
IP: Inflation premium
MRP: maturity premium
DRP: Defaul rate premium
LP: Liquidity Premium

# data[].attributes.body
risk free: r*, IP
risk premiums: DRP, LP, MRP

# data[].attributes.body
Determinant of interestrate

r, r*, IP, DRP, LP, MRP

# data[].attributes.body
interest rate:
price/cost of debt capital
- Determinants: r*, DRP, LP, MRP

# data[].attributes.body
- Nominal rate : r

- Real rate : r*

- IP: Inflation premium

- DRP: Default risk premium

- LP: Liquidity Premium

- MRP: Maturity risk premium