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 8720149. - Vol. 26.2007, 2, p. 284-304
|
Saved in:
Saved in favorites
Similar items by person
-
Why common factors in international bond returns are not so common
Pérignon, Christophe, (2007)
-
Why common factors in international bond returns are not so common
Perignon, Christophe, (2007)
-
Sources of time variation in the covariance matrix of interest rates
Pérignon, Christophe, (2006)
- More ...