Cross-sectional seasonalities in international government bond returns
Year of publication: |
2019
|
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Authors: | Zaremba, Adam |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 98.2019, p. 80-94
|
Subject: | Asset pricing | Calendar anomalies | Fixed-income securities | Government bonds | Return predictability | Return seasonalities | Seasonal anomalies | Sovereign bonds | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Anleihe | Bond | Prognoseverfahren | Forecasting model | CAPM | Kalendereffekt | Calendar effect |
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