The conditional influence of term spread and pattern changes on future equity returns
David A. Volkman, Olivier J. P. Maisondieu Laforge and Mark Wohar
| Year of publication: |
2014
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|---|---|
| Authors: | Volkman, David A. ; Maisondieu Laforge, Olivier J. P. ; Wohar, Mark E. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 913-923
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| Subject: | equity returns | market risk premium | yield curve changes | conditional term spreads | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399538