Sensitivity of Stock Returns to Changes in the Term Structure of Interest Rates — Evidence from the German Market
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Publication:5391792
DOI10.1007/978-3-540-69995-8_50zbMath1209.91177OpenAlexW1483970134MaRDI QIDQ5391792
Hendrik Scholz, Marc-Gregor Czaja
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_50
Statistical methods; risk measures (91G70) Interest rates, asset pricing, etc. (stochastic models) (91G30)