A factor analysis of bond risk premia
Sydney C. Ludvigson and Serena Ng
| Year of publication: |
2011
|
|---|---|
| Authors: | Ludvigson, Sydney C. ; Ng, Serena |
| Published in: |
Handbook of empirical economics and finance. - Boca Raton [u.a.] : CRC Press, ISBN 1-4200-7035-5. - 2011, p. 313-371
|
| Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognose | Forecast | Rentenmarkt | Bond market | Anleihe | Bond | Faktorenanalyse | Factor analysis | Wirtschaftslage | Macroeconomic performance | Finanzmarkt | Financial market | Volkswirtschaft | Economy |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009130121