Analyse des données de marchés pour la période: 01/1983 - 04/1999

This study examines for three countries, that is the US, the UK and Switzerland, whether interest rate and credit risks are priced in the equity excess returns of their...本研究针对美国（US）、英国（UK）及瑞士三个国家，考察利率风险与信用风险是否在其股权超额收益中得到定价。