Applying the Inclan-Tsiao break-point algorithm in the search for the flight-to-safety phenomenon
Year of publication: |
2010
|
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Authors: | Smith, Kenneth L. ; Brocato, Joe |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 4/6, p. 371-380
|
Subject: | Anleihe | Bond | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | USA | United States | Strukturiertes Produkt | Structured product |
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