Why common factors in international bond returns are not so common
Year of publication: |
2007
|
---|---|
Authors: | Pérignon, Christophe ; Smith, Daniel R. ; Villa, Christophe |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 26.2007, 2, p. 284-304
|
Subject: | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Faktorenanalyse | Factor analysis | USA | United States | Deutschland | Germany | Japan | 1990-1999 |
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