Nonlinearities in the relation between the equity risk premium and the term structure

Management Science

Volumn 43, Issue 3, 1997, Pages 371-385

  Boudoukh, Jacob ^a   Richardson, Matthew ^a   Whitelaw, Robert F ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Equity Risk Premium; Nonlinearity; Nonparametric; Predictability

Indexed keywords

ECONOMICS; ESTIMATION; MANAGEMENT INFORMATION SYSTEMS; MODELS;

EQUITY RISK PREMIUM; NONLINEARITY; PREDICTABILITY;

MANAGEMENT SCIENCE;

EID: 0031096836     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.43.3.371     Document Type: Article

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