The cross-section and time series of stock and bond returns
Ralph S.J. Koijen, Hanno Lustig, Stijn Van Nieuwerburgh
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Koijen, Ralph S. J. ; Lustig, Hanno ; Nieuwerburgh, Stijn van |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 88.2017, p. 50-69
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| Subject: | Value premium | Bond risk premium | Business cycles and asset pricing | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Theorie | Theory | Anleihe | Bond | Konjunktur | Business cycle | CAPM | Aktienmarkt | Stock market | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2017.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799154