The Term Structures of Equity and Interest Rates
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- Lettau, Martin & Wachter, Jessica A., 2011. "The term structures of equity and interest rates," Journal of Financial Economics, Elsevier, vol. 101(1), pages 90-113, July.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-01-31 (Central Banking)
- NEP-DGE-2009-01-31 (Dynamic General Equilibrium)
- NEP-FMK-2009-01-31 (Financial Markets)
- NEP-MON-2009-01-31 (Monetary Economics)
Statistics
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