haku: @indexterm bond markets / yhteensä: 247
viite: 150 / 247
| Tekijä: | Chang, E. C. Huang, R. |
| Otsikko: | Time-varying return and risk in the corporate bond market. |
| Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 323-340 |
| Asiasana: | BOND MARKETS |
| Kieli: | eng |
| Tiivistelmä: | Examination of pricing of exchange traded long-term corporate bond portfolios. Theoretical and econometric specifications. Statistical procedures. Bond data. Portfolio construction. Empirical results. Tests: return predictability, intertemporal latent variable models. Seven Tables illustrate the study. |
SCIMA