Momentum and default risk : some results using the jump component

Ana González-Urteaga, Luis Muga, Rafael Santamaria (Public University of Navarre, Spain)

Year of publication:	July 2015
Authors:	González-Urteaga, Ana ; Muga, Luis ; Santamaría Aquilué, Rafael
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 40.2015, p. 185-193
Subject:	Jumps \| Momentum \| Default risk \| Behavioral finance \| Anlageverhalten \| Behavioural finance \| Kreditrisiko \| Credit risk \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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