On the distribution of government bond returns : evidence from the EMU
Year of publication: |
2014
|
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Authors: | Gabriel, Christian ; Lau, Christian |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 2, p. 181-203
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Subject: | Bond return distributions | EMU | Excess kurtosis | Government bonds | Non-normality | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Anleihe | Bond |
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