The yield spread and bond return predictability in expansions and recessions
Martin M. Andreasen, Tom Engsted, Stig V. Møller, Magnus Sander
| Year of publication: |
2021
|
|---|---|
| Authors: | Andreasen, Martin Møller ; Engsted, Tom ; Møller, Stig Vinther ; Sander, Magnus |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 6, p. 2773-2812
|
| Subject: | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhaa107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546315