Predictability of term spread for economic activity with liquidity premium theory
Sunju Hwang, Hahn Shik Lee
| Year of publication: |
2016
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| Authors: | Hwang, Sunju ; Lee, Hahn-shik |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 1528-1541
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| Subject: | expectation effect | liquidity premium theory | probit analysis | term spread | Theorie | Theory | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Liquidität | Liquidity | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1158536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594363