Sensitivity of stock returns to changes in the term structure of interest rates - evidence from the German market

Marc-Gregor Czaja and Hendrik Scholz

Year of publication:	2007
Authors:	Czaja, Marc-Gregor ; Scholz, Hendrik
Published in:	Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables. - Berlin : Springer, ISBN 3-540-69994-5. - 2007, p. 305-310
Subject:	Zinsstruktur \| Yield curve \| Deutschland \| Germany \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003471219