The yield curve and the stock market : mind the long run
Gonçalo Faria, Fabio Verona
| Year of publication: |
2020
|
|---|---|
| Authors: | Faria, Gonçalo ; Verona, Fabio |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 50.2020, p. 1-18
|
| Subject: | Equity premium | Frequency domain | Predictability | Term spread | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2019.100508 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012703802