Momentum spillover from stocks to corporate bonds
Daniel Haesen, Patrick Houweling, Jeroen van Zundert
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Haesen, Daniel ; Houweling, Patrick ; Zundert, Jeroen van |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 79.2017, p. 28-41
|
| Subject: | Corporate bond | Spillover | Momentum | Time-varying risk | Residual return | Unternehmensanleihe | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815134