Yield curve momentum
Year of publication: |
2024
|
---|---|
Authors: | Sihvonen, Markus |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 28.2024, 3, p. 805-830
|
Subject: | Bond risk premia | term structure models | time series momentum | spanning | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | Anleihe | Bond | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Rendite | Yield |
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