Pricing the term structure with linear regressions
Tobias Adrian; Richard K. Crump; Emanuel Moench
| Year of publication: |
2013
|
|---|---|
| Authors: | Adrian, Tobias ; Crump, Richard K. ; Mönch, Emanuel |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 1, p. 110-138
|
| Subject: | Term structure of interest rates | Fama-MacBeth regressions | Dynamic asset pricing estimation | Empirical finance | CAPM | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010207769