What do interest rates reveal about the stock market? : a noisy rational expectations model of stock and bond markets
Year of publication: |
05 February 2021
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Authors: | Breugem, Matthijs ; Buss, Adrian ; Peress, Joël |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | (endogenous) interest rates | Informational efficiency | capital allocation efficiency,Rational Expectations | Unconventional Monetary Policy | Theorie | Theory | Rationale Erwartung | Rational expectations | Zins | Interest rate | Geldpolitik | Monetary policy | Börsenkurs | Share price | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15766 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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