The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables
Year of publication: |
2004
|
---|---|
Authors: | Valckx, Nico |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 10.2004, 2, p. 149-173
|
Publisher: |
Taylor & Francis Journals |
Subject: | equity premium | term premium | dynamic Gordon model | variance decomposition | asset pricing factor sensitivities |
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