A consumption-based term structure model of bonds and equity
Masataka Suzuki
| Year of publication: |
2024
|
|---|---|
| Authors: | Suzuki, Masataka |
| Subject: | Consumption-based asset pricing model | Habit formation | Long-run risks | Term structure | Zinsstruktur | Yield curve | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Rentenmarkt | Bond market | Anleihe | Bond | Privater Konsum | Private consumption | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103310 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543974