A long-run risks explanation of predictability puzzles in bond and currency markets
Year of publication: |
2013
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Authors: | Bansal, Ravi ; Shaliastovich, Ivan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 1, p. 1-33
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Subject: | Devisenmarkt | Foreign exchange market | Rentenmarkt | Bond market | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Wirtschaftswachstum | Economic growth | Prognose | Forecast | Theorie | Theory |
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