Expected business conditions and bond risk premia
Year of publication: |
August 2017
|
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Authors: | Eriksen, Jonas Nygaard |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 4, p. 1667-1703
|
Subject: | Bond risk premia | macro-expectations | predictability | economic value | expectations hypothesis | time-varying risk premia | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Theorie | Theory | Erwartungsbildung | Expectation formation | Prognose | Forecast | Anleihe | Bond | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Rentenmarkt | Bond market |
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