Federal Reserve Bank of New York: 'Implied Equity Term Structure'
September 11, 2026
September 11, 2026
NEW YORK, Sept. 11 (TNSLrpt) -- The Federal Reserve Bank of New York issued the following staff report (No. 1203) in September 2026 by Lieven Baele, Joost Driessen, and Tomas Jankauskas entitled "The Implied Equity Term Structure."
Here are excerpts:
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We propose a new methodology to estimate the equity term structure. Instead of using realized returns of dividend assets, we generalize the implied cost of capital approach and imply the term st . . .
Here are excerpts:
* * *
We propose a new methodology to estimate the equity term structure. Instead of using realized returns of dividend assets, we generalize the implied cost of capital approach and imply the term st . . .