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subject:"Financial market"
~isPartOf:"European economic review : EER"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Municipal finance journal : the state and local financing and municipal securities advisor"
~person:"Allen, Arthur C."
~person:"Fricke, Christoph"
~subject:"Deutschland"
~subject:"International sovereign debt"
~subject:"Public bond"
~subject:"Structural breaks"
~subject:"Öffentliche Anleihe"
~type:"article"
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Financial market
Deutschland
International sovereign debt
Public bond
Structural breaks
Öffentliche Anleihe
Estimation
2
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2
1970-1987
1
Anleihe
1
Bond
1
Bond excess returns
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Börsenkurs
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Credit rating
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Efficient market hypothesis
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Allen, Arthur C.
Fricke, Christoph
Claeys, Peter
2
De Santis, Roberto A.
2
Doty, Robert W.
2
Gómez Puig, Marta
2
Johnson, Craig L.
2
Liu, Gao
2
Maltritz, Dominik
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Marks, Barry R.
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Menkhoff, Lukas
2
Prisman, Eliezer Zeev
2
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2
Simonsen, William
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Tran, Nhu
2
Uzmanoglu, Cihan
2
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2
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1
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1
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Afonso, António
1
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1
Albareto, Giorgio
1
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Ap Gwilym, Owain
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Auray, Stéphane
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Avouyi-Dovi, Sanvi
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Bi, Huixin
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European economic review : EER
Journal of banking & finance
Municipal finance journal : the state and local financing and municipal securities advisor
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ECONIS (ZBW)
3
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Financial conditions, macroeconomic factors and disaggregated bond excess returns
Fricke, Christoph
;
Menkhoff, Lukas
- In:
Journal of banking & finance
58
(
2015
),
pp. 80-94
Persistent link: https://www.econbiz.de/10011543903
Saved in:
2
Does the “Bund” dominate price discovery in Euro bond futures? : examining information shares
Fricke, Christoph
;
Menkhoff, Lukas
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10009245256
Saved in:
3
The effect of split ratings on secondary market municipal bond yields
Allen, Arthur C.
- In:
Municipal finance journal : the state and local …
17
(
1996
)
1
,
pp. 68-78
Persistent link: https://www.econbiz.de/10001199044
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