Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
Year of publication: |
2015
|
---|---|
Authors: | Kim, Soohun |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | CAPM |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 29, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2057143 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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