Interest rate changes and the cross-section of global equity returns
Year of publication: |
2023
|
---|---|
Authors: | Zaremba, Adam ; Cakici, Nusret ; Bianchi, Robert ; Long, Huaigang |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 147.2023, p. 1-32
|
Subject: | Yield curve | Government bonds | Country equity indexes | Interest rates | International stock markets | Asset pricing | Return predictability | The cross-section of stock returns | Kapitaleinkommen | Capital income | Zinsstruktur | Schätzung | Estimation | CAPM | Zins | Interest rate | Welt | World | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns |
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