The cross section of international government bond returns
Year of publication: |
November 2017
|
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Authors: | Zaremba, Adam ; Czapkiewicz, Anna |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 66.2017, p. 171-183
|
Subject: | Asset pricing | Government bonds | Sovereign bonds | Fixed-income securities | International markets | The cross section of returns | Value | Momentum | Credit risk | Volatility | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | CAPM | Anleihe | Bond | Volatilität | Schätzung | Estimation | Kreditrisiko |
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