Interest term premiums and C-CAPM : a test of a parsimonious model
Year of publication: |
2014
|
---|---|
Authors: | La Bruslerie, Hubert de ; Fouilloux, Jessica |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 35.2014, 3, p. 97-145
|
Subject: | CAPM | Zinsstruktur | Yield curve | USA | United States |
-
Reverse engineering the yield curve
Backus, David, (1994)
-
Essays in equilibrium asset pricing
Boudoukh, Jacob, (1991)
-
Specification analysis of affine term structure models
Dai, Qiang, (1997)
- More ...
-
Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie, (2011)
-
Market Efficiency in the European Carbon Markets
Charles, Amélie, (2012)
-
Darné, Olivier, (2014)
- More ...