Term structures of asset prices and returns
David Backus, Nina Boyarchenko, Mikhail Chernov
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Backus, David ; Boyarchenko, Nina ; Chernov, Mikhail |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 129.2018, 1, p. 1-23
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| Subject: | Affine models | Coentropy | Disasters | Entropy | Excess returns | Recursive preferences | Term structure | Yields | Entropie | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | CAPM | Kapitalmarkttheorie | Financial economics | Rentenmarkt | Bond market | Rendite | Yield |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011981208