Seasonality in government bond returns and factor premia
Year of publication: |
October 2017
|
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Authors: | Zaremba, Adam ; Schabek, Tomasz |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 292-302
|
Subject: | Seasonal anomalies | Calendar anomalies | January effect | Sell in may and go away | Halloween indicator | Government bonds | Sovereign bonds | Fixed-income securities | Öffentliche Anleihe | Public bond | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anleihe | Bond | Zeit | Time | Kalendereffekt | Calendar effect | Zinsstruktur | Yield curve | CAPM |
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