Riding the yield curve: a spanning analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-011-0267-7.pdf
Reference39 articles.
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2. Bekaert G, Liu J (2004) Conditioning information and variance bounds on pricing kernels. Rev Financial Stud 17(2):339–378
3. Bekaert G, Urias MS (1996) Diversification, integration and emerging market closed-end funds. J Finance 51(3):835–869
4. Bieri DS, Chincarini LB (2005) Riding the yield curve: a variety of strategies. J Fixed Income 15(2):6–35
5. Bolder DJ, Johnson G, Metzler A (2004) An empirical analysis of the Canadian term structure of zero-coupon interest rates. Bank of Canada. Working Paper 2004-48
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