On the distribution of government bond returns : evidence from the EMU
Christian Gabriel; Christian Lau
| Year of publication: |
2014
|
|---|---|
| Authors: | Gabriel, Christian ; Lau, Christian |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 2, p. 181-203
|
| Subject: | Bond return distributions | EMU | Excess kurtosis | Government bonds | Non-normality | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | Statistische Verteilung | Statistical distribution | Anleihe | Bond | Rentenmarkt | Bond market | Zinsstruktur | Yield curve |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358896