The U.S. term structure and return volatility in emerging stock markets
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DOI: 10.1007/s12197-020-09511-x
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More about this item
Keywords
Term structure of interest rates; Stock market volatility; expectations factor; Maturity premium;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
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