Interest rate changes and the cross-section of global equity returns
Adam Zaremba, Nusret Cakici, Robert J. Bianchi, Huaigang Long
| Year of publication: |
2023
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|---|---|
| Authors: | Zaremba, Adam ; Cakici, Nusret ; Bianchi, Robert ; Long, Huaigang |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 147.2023, p. 1-32
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| Subject: | Yield curve | Government bonds | Country equity indexes | Interest rates | International stock markets | Asset pricing | Return predictability | The cross-section of stock returns | Kapitaleinkommen | Capital income | Zinsstruktur | Welt | World | Zins | Interest rate | Internationaler Finanzmarkt | International financial market | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249731