A note on the relation between the equity risk premium and the term structure
Year of publication: |
2010
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Authors: | Kanas, Angelos |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 34.2010, 1, p. 89-95
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Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Theorie | Theory |
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