Mildly explosive dynamics in U.S. fixed income markets
Silvio Contessi, Pierangelo De Pace, Massimo Guidolin
| Year of publication: |
2020
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|---|---|
| Authors: | Contessi, Silvio ; De Pace, Pierangelo ; Guidolin, Massimo |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 287.2020, 2 (1.12.), p. 712-724
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| Subject: | Finance | Fixed income markets | Investment analysis | Mildly explosive behavior | Yield spreads | USA | United States | Anleihe | Bond | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.03.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012293943