Risk premium, macroeconomic shocks, and information technology: an empirical analysis
Risk premium, macroeconomic shocks, and information technology: an empirical analysis
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Publisher
New York: Routledge
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Language
English
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Publisher
New York: Routledge
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Scope and Contents
Contents
This study empirically identifies the impact of various macroeconomic factors on the default risk premium. Using monthly data for the period 1970-2010 for the US, our estimations indicate that the monetary policy aggregates, risk-free interest rate, term structure of interest rates, inflation, and the state of the business cycle influence the risk...
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Full title
Risk premium, macroeconomic shocks, and information technology: an empirical analysis
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TN_cdi_proquest_miscellaneous_1439218552
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1439218552
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ISSN
0269-2171
E-ISSN
1465-3486
DOI
10.1080/02692171.2013.804494
