An investigation of bond term premia in international government bond indices-Reference-Cited by-同舟云学术

An investigation of bond term premia in international government bond indices

Published:2006-03 Issue:1 Volume:20 Page:45-61
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Halkos George E.,Papadamou Stephanos T.

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference45 articles.

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4. Bekdache, B., Baum, C.F., 1998. Temporal aggregation and the behavior of bond term premia: an empirical investigation, research branch, Working Paper No. 409, Department of Economics, Boston College.

5. ARCH models: properties, estimation and testing;Bera;J. Econ. Surv.,1993

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