Do Fixed Income Securities Also Show Asymmetric Effects in Conditional Second Moments?
Year of publication: |
2000
|
---|---|
Authors: | Cappiello, Lorenzo |
Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Capital-Asset-Pricing-Modell | Volatilität | Bewertung | Multivariate Analyse | Risikoaversion | Internationalisierung | internatinalization | Festverzinsliches Wertpapier | Konjunkturzyklus |
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