Nonlinearities in the relation between the equity risk premium and the term structure
Year of publication: |
1997
|
---|---|
Authors: | Boudoukh, Jacob |
Other Persons: | Richardson, Matthew (contributor) ; Whitelaw, Robert F. (contributor) |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 43.1997, 3, p. 371-385
|
Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | USA | United States | 1802-1990 |
-
Time-varying conditional skewness and the market risk premium
Harvey, Campbell R., (2000)
-
Boudoukh, Jacob, (1993)
-
A joint affine model of commodity futures and US Treasury yields
Chin, Michael, (2015)
- More ...
-
The myth of long-horizon predictability
Boudoukh, Jacob, (2008)
-
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob, (2007)
-
Boudoukh, Jacob, (2005)
- More ...