An Empirical Analysis of Segmented Pricing of Bond Systematic Risk

Publisher： Duncker & Humblot

E-ISSN： 2199-1235|47|3|439-464

ISSN： 2199-1227

Source： Credit and Capital Markets – Kredit und Kapital, Vol.47, Iss.3, 2014-09, pp. : 439-464

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market

By Lin Bing-Huei   Wang Jerry M. C.  

Applied Economics, Vol. 35, Iss. 17, 2003-11 ,pp. : 1877-1887

Routledge Ltd

Access to resources Recommend Favorite

Systematic risk over various frequency bands: An empirical analysis of returns on size-ranked portfolios

By Lee K.   Ni S.  

Economics Letters, Vol. 49, Iss. 1, 1995-07 ,pp. : 77-83

Elsevier

Access to resources Recommend Favorite

Empirical Methods in Merger Analysis: Econometric Analysis of Pricing in FTC v. Staples

By Ashenfelter Orley   Ashmore David   Baker Jonathan   Gleason Suzanne   Hosken Daniel  

International Journal of the Economics of Business, Vol. 13, Iss. 2, 2006-07 ,pp. : 265-279

Routledge Ltd

Access to resources Recommend Favorite

Price and output risk: empirical analysis

By Alghalith Moawia  

Applied Economics Letters, Vol. 13, Iss. 6, 2006-05 ,pp. : 391-393

Routledge Ltd

Access to resources Recommend Favorite

Theoretical and Empirical Analysis of the Multiperiod Pricing Pattern in the Real Estate Market

By Ben-Shahar D.  

Journal of Housing Economics, Vol. 11, Iss. 2, 2002-06 ,pp. : 95-107

Academic Press

Access to resources Recommend Favorite