Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Year of publication: |
2020
|
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Authors: | Caldeira, João F. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 395-412
|
Subject: | Expectation hypothesis | Bond risk premia | Factor models | Excess return predictability | Out-of-sample forecasts | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Brasilien | Brazil | Prognose | Forecast | Erwartungsbildung | Expectation formation | Schätzung | Estimation |
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