Time-varying risk aversion and forecastability of the US term structure of interest rates
Year of publication: |
2021
|
---|---|
Authors: | Bouri, Elie ; Gupta, Rangan ; Majumdar, Anandamayee ; Subramaniam, Sowmya |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-8
|
Subject: | Out-of-sample forecasts | Risk aversion | Yield curve factors | Theorie | Theory | Zinsstruktur | Yield curve | Risikoaversion | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | USA | United States | Risikoprämie | Risk premium | CAPM |
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