The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006
Year of publication: |
2009
|
---|---|
Authors: | Kanas, Angelos |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 33.2009, 2, p. 111-127
|
Publisher: |
Springer |
Subject: | Equity Risk Premium | Government Bond Maturity Premium | Stochastic Regimes | Nonlinearity | Predictability |
-
A note on the relation between the equity risk premium and the term structure
Kanas, Angelos, (2010)
-
Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure
Boudoukh, Jacob, (1997)
-
Essays on monetary economics and financial economics
Jansen, Dennis, (2006)
- More ...
-
Exchange rate economic exposure under collusive pricing and hedging using Asian currency options
Kanas, Angelos, (2000)
-
Kanas, Angelos, (1997)
-
Kanas, Angelos, (1997)
- More ...