Yield factors, the expectations hypothesis and regime shifts
Year of publication: |
2014
|
---|---|
Authors: | Cao, Rui ; Zhu, Xiaoneng ; Rahman, Shahidur |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 15.2014, 2, p. 411-431
|
Subject: | Expectations hypothesis | Regime shift | Risk premiums | Term structure | Yield factors | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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