The role of time-varying rare disaster risks in predicting bond returns and volatility
| Year of publication: |
2018
|
|---|---|
| Authors: | Gupta, Rangan ; Suleman, Tahir ; Wohar, Mark E. |
| Published in: |
Review of Financial Economics. - Wiley, ISSN 1058-3300, ZDB-ID 2015922-5. - Vol. 37.2018, 3 (23.11.), p. 327-340
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/rfe.1051 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012084596