Expectation-driven term structure of equity and bond yields / by Ming Zeng and Guihai Zhao.: FB3-5/2022-21E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.911188&sl=0

Publication information
Department/Agency Bank of Canada, issuing body.
Title Expectation-driven term structure of equity and bond yields / by Ming Zeng and Guihai Zhao.
Series title Staff working paper = Document de travail du personnel, 1701-9397 ; 2022-21
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) "Last updated: May 11, 2022."
Includes bibliographical references (pages 17-18).
Includes abstract in French.
Publishing information Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2022.
©2022
Author / Contributor Zeng, Ming, author.
Description 1 online resource (ii, 18 pages) : charts.
Catalogue number
  • FB3-5/2022-21E-PDF
Subject terms Bonds -- Rate of return -- Econometric models.
Obligations (Valeurs) -- Taux de rendement -- Modèles économétriques.
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