An asset pricing approach to testing general term structure models
Bent Jesper Christensen, Michel van der Wel
| Year of publication: |
2019
|
|---|---|
| Authors: | Christensen, Bent Jesper ; Wel, Michel van der |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 1, p. 165-191
|
| Subject: | Bond aging effect | Macroeconomic conditioning variables | Nonlinear drift restriction | Time-varying risk premiums | Yield curve model | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166772