The Fama-French’s five-factor model relation with interest rates and macro variables
André Luis Leite, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Claudio Henrique da Silveira Barbedo
| Year of publication: |
2020
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|---|---|
| Authors: | Leite, André Luis da Silva ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Barbedo, Claudio Henrique da Silveira |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 53.2020, p. 1-13
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| Subject: | Asset pricing | Fama-French | Five-factor model | Macro Variables | Term Structure | CAPM | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate | Volatilität | Volatility | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101197 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012632211