Predicting returns in US treasuries : do tents matter?
R. Rebonato
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 7, p. 1-13
|
| Subject: | Risk premia | asset pricing | bond pricing | Risikoprämie | Risk premium | CAPM | USA | United States | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Staatspapier | Government securities | Theorie | Theory | Anleihe | Bond | Börsenkurs | Share price | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500474 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011957124