Multi-level factor analysis of bond risk premia
Dukpa Kim, Yunjung Kim, Yuhyeon Bak
| Year of publication: |
Dez 2017
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|---|---|
| Authors: | Kim, Dukpa ; Kim, Yunjung ; Bak, Yuhyeon |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 5, p. 1-19
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| Subject: | common factors | excess bond returns | predictive regression | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Anleihe | Bond | Prognose | Forecast | Zinsstruktur | Yield curve | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897566