Expectation-driven term structure of equity and bond yields
Year of publication: |
2022
|
---|---|
Authors: | Zeng, Ming ; Zhao, Guihai |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Asset pricing | Financial markets | Interest rates |
Series: | Bank of Canada Staff Working Paper ; 2022-21 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2022-21 [DOI] 1801827648 [GVK] hdl:10419/265215 [Handle] |
Classification: | G00 - Financial Economics. General ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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