Macro-finance VARs and bond risk premia: a caveat
Year of publication: |
2009
|
---|---|
Authors: | Taboga, Marco |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 18.2009, 4, p. 163-171
|
Subject: | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income |
-
Aftab, Hira, (2021)
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
-
Interest rates under falling stars
Bauer, Michael D., (2017)
- More ...
-
What Is a Prime Bank? A Euribor–OIS Spread Perspective
Taboga, Marco, (2014)
-
Bayesian analysis of coefficient instability in dynamic regressions
Ciapanna, Emanuela, (2011)
-
Under/over-valuation of the stock market and cyclically adjusted earnings
Taboga, Marco, (2010)
- More ...