An equilibrium model of the term structures of bonds and equities
Year of publication: |
2022
|
---|---|
Authors: | Takamizawa, Hideyuki |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-17
|
Subject: | Dividend strip | Interest rate | Recursive utility | Risk premium | Sharpe ratio | State-dependent preference | Term structure | Risikoprämie | Zinsstruktur | Yield curve | Theorie | Theory | Dividende | Dividend | CAPM | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risiko | Risk | Nutzen | Utility | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income |
-
No-arbitrage pricing of GDP-linked bonds
Eguren-Martin, Fernando, (2020)
-
Can reinvestment risk explain the dividend and bond term structures?
Gonçalves, Andrei S., (2018)
-
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
- More ...
-
Approximation of Non-Linear Term Structure Models
Takamizawa, Hideyuki, (2001)
-
Takamizawa, Hideyuki, (2007)
-
Is Nonlinear Drift Implied by the Short-End of the Term Structure?
Takamizawa, Hideyuki, (2006)
- More ...