Factors affecting the yields on noninvestment grade bond indices : a cointegration analysis
Theodore M. Barnhill, Jr.; Frederick L. Joutz; William F. Maxwell
| Year of publication: |
2000
|
|---|---|
| Authors: | Barnhill, Theodore M. ; Joutz, Frederick L. ; Maxwell, William F. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 1, p. 57-86
|
| Subject: | Kointegration | Cointegration | Indexanleihe | Index-linked bond | Zinsstruktur | Yield curve | USA | United States | 1987-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001511699