The Term Structures of Equity and Interest Rates
收藏NBER2009-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14698
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资源简介：
This paper proposes a dynamic risk-based model capable of jointly explaining the term structure of interest rates, returns on the aggregate market and the risk and return characteristics of value and growth stocks. Both the term structure of interest rates and returns on value and growth stocks
提供机构：
美国国家经济研究局
创建时间：
2009-01-01
