Detecting time-variation in corporate bond index returns : a smooth transition regression model
Year of publication: |
2011
|
---|---|
Authors: | Chen, XiaoHua ; Maringer, Dietmar G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 1, p. 95-103
|
Subject: | Unternehmensanleihe | Corporate bond | Indexanleihe | Index-linked bond | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Complete subset averaging methods in corporate bond return prediction
Cheng, Tingting, (2023)
-
Pan, Shenyi, (2023)
-
A fundamental bond index including solvency criteria
Jong, Marielle de, (2016)
- More ...
-
Detecting time-variation in corporate bond index returns: A smooth transition regression model
Chen, XiaoHua, (2011)
-
Enhancing methane production from rice straw by extrusion pretreatment
Chen, Xiaohua, (2014)
-
On the concentration of mutual fund portfolio holdings: Evidence from Taiwan
Chen, XiaoHua, (2015)
- More ...