Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Year of publication: |
2012
|
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Authors: | Volkman, David A. ; Maisondieu Laforge, Olivier J. P. ; Wohar, Mark E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 16/18, p. 1491-1500
|
Subject: | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation |
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