Macroeconomic and financial determinants of the volatility of corporate bond returns
Belén Nieto, Alfonso Novales, Gonzalo Rubio
| Year of publication: |
Dezember 2015
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|---|---|
| Authors: | Nieto Domenech, Belen ; Novales, Alfonso ; Rubio, Gonzalo |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 4, p. 1-41
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| Subject: | Corporate bonds | volatility | low-frequency component | high-frequency component | macroeconomic indicators | financial indicators | Volatilität | Volatility | Unternehmensanleihe | Corporate bond | Wirtschaftsindikator | Economic indicator | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139215500214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011414145