Exploiting uncertainty with market timing in corporate bond markets-Reference-Cited by-同舟云学术

Exploiting uncertainty with market timing in corporate bond markets

Published:2017-09-27 Issue:2 Volume:19 Page:79-92
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Bektić Demir,Regele Tobias

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

http://link.springer.com/article/10.1057/s41260-017-0063-6/fulltext.html

Reference48 articles.

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2. Baker, M., and J. Wurgler. 2012. Comovement and predictability relationships between bonds and the cross-section of stocks. Review of Asset Pricing Studies 2: 57–87.

3. Baltas, N., and R. Kosowski. 2013. Momentum strategies in futures markets and trend-following funds. Working Paper, Imperial College Business School.

4. Baltas, N., and R. Kosowski. 2017. Demystifying time-series momentum strategies: Volatility estimators, trading rules and pairwise correlations. Working Paper, Imperial College Business School.

5. Bao, J., and K. Hou. 2014. Comovement of corporate bonds and equities. Working Paper, Ohio State University.

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