The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Naresh Bansal, Robert A. Connolly, and Chris Stivers
| Year of publication: |
2014
|
|---|---|
| Authors: | Bansal, Naresh K. ; Connolly, Robert A. ; Stivers, Christopher T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 3, p. 699-724
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Anleihe | Bond | Kapitalmarktrendite | Capital market returns | Zinsstruktur | Yield curve | USA | United States | 1997-2011 |
| 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/10010487741