The term structures of equity and interest rates

Journal of Financial Economics

Volumn 101, Issue 1, 2011, Pages 90-113

  Lettau, Martin ^a   Wachter, Jessica A ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Affine models; Predictive regressions; Value premium; Yield curve

Indexed keywords

EID: 79956076722     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.02.014     Document Type: Article

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