Predicting returns on asset markets of a small, open economy and the influence of global risks
Year of publication: |
November 1, 2017
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Authors: | Haab, David R. ; Nitschka, Thomas |
Publisher: |
Zurich : Swiss National Bank |
Subject: | bond market | business cycle | foreign exchange rate | predictability | risk premium | stock market | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kleine offene Volkswirtschaft | Small open economy | Theorie | Theory | Aktienmarkt | Stock market | Rentenmarkt | Bond market | CAPM | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 67 Seiten) Illustrationen |
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Series: | SNB working papers. - Zürich : SNB, ISSN 1660-7724, ZDB-ID 2162104-4. - Vol. 2017, 14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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