Sensitivity of stock returns to changes in the term structure of interest rates - evidence from the German market
Year of publication: |
2007
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Authors: | Czaja, Marc-Gregor ; Scholz, Hendrik |
Published in: |
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables. - Berlin : Springer, ISBN 3-540-69994-5. - 2007, p. 305-310
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Subject: | Zinsstruktur | Yield curve | Deutschland | Germany | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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