The term structure of returns: Facts and theory

2017/02/02 by Jules H. van Binsbergen, Ralph S. J. Koijen, Ralph S.J. Koijen · 3 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Corporate Finance and Governance #Financial Markets and Investment Strategies #Financial Reporting and Valuation Research

paper · doi:10.1016/j.jfineco.2017.01.009

openalex publication_date 2017/02/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/22

Citations

• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• The equity risk premium a solution
• Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
• The price of variance risk
• Implications of Security Market Data for Models of Dynamic Economies
• Equity yields

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• The term structure of equity risk premia
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