Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure

DOI10.1287/MNSC.43.3.371zbMath0900.90038OpenAlexW2094659867MaRDI QIDQ4367197

Matthew Richardson, Robert F. Whitelaw, Jacob Boudoukh

Publication date: 4 June 1998

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.43.3.371

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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