Selecting a Bond-Pricing Model for Trading : Benchmarking, Pooling, and Other Issues
Year of publication: |
[2004]
|
---|---|
Authors: | Sercu, Piet |
Other Persons: | Vinaimont, Tom (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2004 erstellt |
Other identifiers: | 10.2139/ssrn.567094 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria, (2004)
-
Is Rational Speculation in the Presence of Positive Feedback Traders Destabilizing?
Arnold, Lutz G., (2012)
-
Trading strategies and trading profits in experimental asset markets with cumulative information
Stöckl, Thomas, (2010)
- More ...
-
Thin-trading effects in beta: bias v. estimation error
Sercu, Piet, (2008)
-
The forward bias in the ECU : peso risks vs. fads and fashions
Sercu, Piet, (2006)
-
Selecting a bond-pricing model for trading : benchmarking, pooling, and other issues
Sercu, Piet, (2006)
- More ...