Yield factors, the expectations hypothesis and regime shifts
Rui Cao and Xiaoneng Zhu and Shahidur Rahman
| Year of publication: |
2014
|
|---|---|
| Authors: | Cao, Rui ; Zhu, Xiaoneng ; Rahman, Shahidur |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 15.2014, 2, p. 411-431
|
| Subject: | Expectations hypothesis | Regime shift | Risk premiums | Term structure | Yield factors | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitaleinkommen | Capital income | Rendite | Yield | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010481160