Real term structure forecasts of consumption growth
Efthymios Argyropoulos, Elias Tzavalis (Athens University of Economics & Business, Greece)
| Year of publication: |
September 2015
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|---|---|
| Authors: | Argyropoulos, Efthymios ; Tzavalis, Elias |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 208-222
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| Subject: | Real term structure of interest rates | Gaussian affine term structure models | Price of risk | Principal component analysis | Consumption forecasts | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.03.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556880