跳到主要内容

股票债券收益率关系,期限结构的斜率和资产级别的风险动态

Christopher T. Stivers,博士 N. Bansal R.康诺利
财经和定量分析杂志。 可能是12,2014

查看出版物

抽象

我们研究资产类风险动态是否有助于解释主要负债股票回报关系和期限结构在1997-2011上的波动。 使用期权衍生的隐含波动率来衡量风险,我们发现i)在控制风险变动时,每月和每周的视野中,负债股票回报关系基本消失; ii)股权风险变化与10年度国债超额收益(期限 - 收益率变动)之间的部分关系是可靠的正面(负面); iii)股票风险与股票收益之间更强的联系意味着股票债券收益率相关性更为负。 我们的结果表明,股票风险动态与长期国债定价之间存在质量飞跃的影响。

https://feuadvocate.net/slot-shopeepay/https://revistadeodontologia.facpp.edu.br/public/slot-gacor/https://scs.stikesbethesda.ac.id/wp/bandar-bola88/https://stikesbethesda.ac.id/situs-slot-gacor/https://uniqhba.ac.id/assets/slot-gacor/https://elearning.smkinfokom-bogor.sch.id/assets/slot-gacor/https://corona.tanahbumbukab.go.id/slot-gacor/http://siapma.poltekkesjogja.ac.id/uploads/slot-gacor/https://sijabfung.bpsdm.sumbarprov.go.id/storage/slot-gacor/https://pmb.akfarsurabaya.ac.id/toto88/https://stikeskesdam4dip.ac.id/situs-slot-gacor/https://teknikkimia.itbmb.ac.id/shopeepay/https://siakad.stikmar.ac.id/sv388/https://pkpm.darmajaya.ac.id/slot88/https://dinkes.tanahbumbukab.go.id/rtp-live-slot/https://proceeding.upp.ac.id/slot-dana/https://sipa.fti.itb.ac.id/slot-gacor/https://pnmhii-xxvii.uns.ac.id/slot-deposit-pulsa/https://ppm.akfarsurabaya.ac.id/rtp-live/https://dpmptsp.mamujukab.go.id/slot-pulsa/https://peta-investasi.sulselprov.go.id/slot-gacor-deposit-pulsa/https://pmb.akfarsurabaya.ac.id/bolagila/https://pustaka-arsip.tanahdatar.go.id/slot-dana/在线插槽https://keuangan.akfarsurabaya.ac.id/slot-deposit-pulsa/https://opac.upp.ac.id/togel4d/https://fh.unigal.ac.id/slot-deposit-pulsa/https://alumni.undip.ac.id/slot-gacor/https://peta-investasi.sulselprov.go.id/slot-dana/https://bangkom.bekasikota.go.id/storage/slot-gacor/https://p3bi.ustjogja.ac.id/slot-gacor/https://mpp.magelangkota.go.id/slot-gacor/https://perpustakaan.poliwangi.ac.id/slot-deposit-pulsa/https://kepk.umi.ac.id/slot-gacor/https://pmbkm.uin-malang.ac.id/data_file/slot-dana/https://lp3m.upnvj.ac.id/slot-gacor/https://perpustakaan.pn-denpasar.go.id/rtp-live-slot/
Chinese (Simplified)EnglishGermanHindiRussianSpanish