Time-varying risk aversion and forecastability of the US term structure of interest rates
Elie Bouri, Rangan Gupta, Anandamayee Majumdar, Sowmya Subramaniam
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Gupta, Rangan ; Majumdar, Anandamayee ; Subramaniam, Sowmya |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-8
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| Subject: | Out-of-sample forecasts | Risk aversion | Yield curve factors | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Risikoaversion | Theorie | Theory | Risikoprämie | Risk premium | USA | United States | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101924 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014582612