Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure
Year of publication: |
1997
|
---|---|
Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Whitelaw, Robert F. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 43.1997, 3, p. 371-385
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | equity risk premium | predictability | nonlinearity | nonparametric |
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