Stock and bond market interaction : does momentum spill over?
Year of publication: |
2005
|
---|---|
Authors: | Gebhardt, William R. ; Hvidkjær, Søren ; Swaminathan, Bhaskaran |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 75.2005, 3, p. 651-690
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Spillover-Effekt | Spillover effect |
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