What news drive variation in Swiss and US bond and stock excess returns?
Year of publication: |
2014
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Authors: | Nitschka, Thomas |
Published in: |
Swiss journal of economics and statistics. - Bern : Lang, ISSN 0303-9692, ZDB-ID 200233-4. - Vol. 150.2014, 2, p. 89-118
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Subject: | bond return | news components | stock return | variance decomposition | USA | United States | Schätzung | Estimation | Kapitaleinkommen | Capital income | Schweiz | Switzerland | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Rentenmarkt | Bond market |
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