Forecasting sectorial profitability and credit spreads using bond yields
Dan Saar, Yossi Yagil
| Year of publication: |
July 2015
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|---|---|
| Authors: | Saar, Dan ; Yagil, Yossi |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 29-43
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| Subject: | Sectorial forecasting | Credit spreads | Bond yields | Sectorial stock indices | Zinsstruktur | Yield curve | Anleihe | Bond | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Aktienindex | Stock index | Kreditwürdigkeit | Credit rating | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2014.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572333