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  • Search: subject:"term struc-ture"
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Year of publication
Subject
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Yield curve 3 Zinsstruktur 3 Estimation 2 Risikoprämie 2 Risk premium 2 Schätzung 2 Affine Term Struc-ture Models 1 Asset pricing 1 Business cycle 1 Börsenkurs 1 CAPM 1 Capital income 1 Dividend 1 Dividende 1 Erwartungsbildung 1 Estimation theory 1 Expectation formation 1 Financial economics 1 Geldpolitik 1 Kapitaleinkommen 1 Kapitalmarkttheorie 1 Konjunktur 1 Markov chain 1 Markov-Kette 1 Monetary Policy Expectations 1 Monetary policy 1 Overnight index swaps 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Share price 1 Swap 1 Theorie 1 Theory 1 VAR(p) dynamics 1 business cycle phases 1 dividend strips 1 equity term struc-ture 1 estimation methods 1 linear regression estimators 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
All
Bansal, Ravi 1 Golinski, Adam 1 Kısacıkoğlu, Burçin 1 Miller, Shane 1 Song, Dongho 1 Spencer, Peter D. 1 Yaron, Amir 1
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Published in...
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Discussion papers / CEPR 1 Journal of financial econometrics 1 Working papers / Rodney L. White Center for Financial Research 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Monetary policy expectations and risk premiums : evidence from the OIS curve
Kısacıkoğlu, Burçin - 2024
Persistent link: https://www.econbiz.de/10014547351
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The term structure of equity risk premia
Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - 2019
Persistent link: https://www.econbiz.de/10012174202
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Cover Image
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - In: Journal of financial econometrics 19 (2021) 5, pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
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