Financial conditions, macroeconomic factors and (un)expected bond excess returns
Year of publication: |
2014
|
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Authors: | Fricke, Christoph ; Menkhoff, Lukas |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | financial conditions | bond excess returns | term premia |
Series: | Bundesbank Discussion Paper ; 35/2014 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-089-2 |
Other identifiers: | 807104108 [GVK] hdl:10419/104621 [Handle] RePEc:zbw:bubdps:352014 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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Financial conditions, macroeconomic factors and (un)expected bond excess returns
Fricke, Christoph, (2014)
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Financial conditions, macroeconomic factors and (un)expected bond excess returns
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