A note on the predictability of excess bond returns and regime shifts
Xiaoneng Zhu
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhu, Xiaoneng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 8.2011, 2, p. 101-109
|
| Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Anleihe | Bond | Zinsstruktur | Yield curve | Großbritannien | United Kingdom | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301292