Time-varying importance of country and industry factors in European corporate bonds
Year of publication: |
September 2016
|
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Authors: | Pieterse-Bloem, Mary ; Qian, Zhaowen ; Verschoor, Willem F. C. ; Zwinkels, Remco C. J. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 429-448
|
Subject: | Market integration | Corporate bond markets | Factor decomposition | Sovereign debt crisis | Unternehmensanleihe | Corporate bond | Marktintegration | EU-Staaten | EU countries | Rentenmarkt | Bond market | Eurozone | Euro area |
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