Bond risk premia and the return forecasting factor
Year of publication: |
2020
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Authors: | Gutierrez, Agustin ; Hevia, Constantino ; Sola, Martin |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 1, p. 1-12
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Subject: | affine term structure models | bond risk premia | excess returns | return forecasting factor | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anleihe | Bond | Prognose | Forecast | Theorie | Theory |
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