The term structure of returns: Facts and theory-Reference-Cited by-同舟云学术

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The term structure of returns: Facts and theory

Published:2017-04 Issue:1 Volume:124 Page:1-21
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

van Binsbergen Jules H.,Koijen Ralph S.J.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference85 articles.

1. Production based term structure of equity returns;Ai,2012

2. The term structure of variance swaps and risk premia;Ait-Sahalia,2014

3. Valuation risk and asset pricing;Albuquerque;Journal of Finance,2016

4. Consumption-based asset pricing with loss aversion;Andries,2014

5. The term structure of the price of volatility risk;Andries,2015

Cited by 145 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Term structure of equity risk premia in rough terrain: 150 years of the French stock market;The Quarterly Review of Economics and Finance;2024-10

3. A consumption-based term structure model of bonds and equity;International Review of Financial Analysis;2024-07

4. Intermediary-based equity term structure;Journal of Financial Economics;2024-07

5. The sensitivity of risk premiums to the elasticity of intertemporal substitution;Financial Management;2024-01-24

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