Interest Rate Risk, Inflation, and the Cross Section of Stock Returns
Year of publication: |
[2023]
|
---|---|
Authors: | Park, Heungju ; Sohn, Sungbin |
Publisher: |
[S.l.] : SSRN |
Subject: | Inflation | Kapitaleinkommen | Capital income | Zinsrisiko | Interest rate risk | Kapitalmarktrendite | Capital market returns | Zins | Interest rate | Schätzung | Estimation | CAPM |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 21, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4454924 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Inflation Surprises in the Cross-section of Equity Returns
Gil de Rubio Cruz, Antonio, (2022)
-
Interest-Rate Risk Factor and Stock Returns : A Time-Varying Factor-Loadings Model
Huang, Peng, (2018)
-
Network Centrality and the Cross Section of Stock Returns
Ahern, Kenneth R., (2013)
- More ...
-
BitMEX bitcoin derivatives : Price discovery, informational efficiency, and hedging effectiveness
Alexander, Carol, (2019)
-
Flight to Quality and Implicit Guarantee : Evidence from Chinese Trust Products
Park, Heungju, (2019)
-
BitMEX Bitcoin Derivatives : Price Discovery, Informational Efficiency and Hedging Effectiveness
Alexander, Carol, (2019)
- More ...