Interest rate risk and the cross section of stock returns
Year of publication: |
2014
|
---|---|
Authors: | Lioui, Abraham ; Maio, Paulo |
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. 49.2014, 2, p. 483-511
|
Subject: | Kapitalmarktrendite | Capital market returns | Zinsrisiko | Interest rate risk | CAPM | Schätzung | Estimation | USA | United States | 1963-2008 |
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