Interest-Rate Risk Factor and Stock Returns : A Time-Varying Factor-Loadings Model
Year of publication: |
2018
|
---|---|
Authors: | Huang, Peng |
Other Persons: | Hueng, C. James (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Zinsrisiko | Interest rate risk | Börsenkurs | Share price | Schätzung | Estimation | Arbitrage Pricing | Arbitrage pricing | Zins | Interest rate | Kapitalmarktrendite | Capital market returns | Risiko | Risk |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Applied Financial Economics ; Vol. 19, No. 2, 2009 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 3, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.3096164 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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