five

The Term Structure of the Risk-Return Tradeoff

收藏
NBER2005-02-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w11119
下载链接
链接失效反馈
官方服务:
资源简介:
Recent research in empirical finance has documented that expected excess returns on bonds and stocks, real interest rates, and risk shift over time in predictable ways. Furthermore, these shifts tend to persist over long periods of time. In this paper we propose an empirical model that is able to
创建时间:
2005-02-01
二维码
社区交流群
二维码
科研交流群
商业服务