Understanding the predictability of excess returns
Daniel L. Thornton
| Alternative title: | Zum Verständnis der Prognostizierbarkeit von Überrenditen |
|---|---|
| Year of publication: |
2016
|
| Authors: | Thornton, Daniel L. |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 49.2016, 4, p. 485-505
|
| Subject: | excess returns | bond prices | predictability | bond risk premia | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Anleihe | Bond | Prognoseverfahren | Forecasting model | Prognose | Forecast | Zinsstruktur | Yield curve | Theorie | Theory | Rentenmarkt | Bond market | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011701088