The Implied Equity Term Structure
Inferring expected returns from stock prices and cash flows reveals an upward-sloping equity term structure, but value and speculative-grade firms show flat or downward slopes.
Featured in No. 134 on 9 Oct 2026 · on release day
- Released
- 9 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:fip:fednsr:103730
- Authors
- Lieven Baele et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).