The U.S. term structure and return volatility in emerging stock markets
Year of publication: |
2020
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Authors: | Demirer, Rıza ; Yüksel, Aslı ; Yüksel, Aydın |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 44.2020, 4, p. 687-707
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Subject: | Term structure of interest rates | Stock market volatility, expectations factor | Maturity premium | Volatilität | Volatility | Zinsstruktur | Yield curve | USA | United States | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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