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Analysis of Corporate Bond Index Returns: A Smooth Transition Regression Model
Authors
A. Ang
H. Berument
+31 more
W. A. Brock
J. Y. Campbell
J. Y. Campbell
K. C. Chan
P. L. Chelley-Steeley
M. Chen
N. F. Chen
E. J. Elton
A. Estrella
A. Estrella
C. L. Evans
E. F. Fama
E. F. Fama
D. Greenaway
M. Guidolin
G. Handjinicolaou
D. B. Keim
I. Lekkos
P. Michael
T. Teräsvirta
D. Van Dijk
구본일
김세완
김희성
유일성
이현석
이현철
정상국
정정현
정진호
한성신
Publication date
Publisher
'Korean Association of Financial Engineering'
Doi
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Abstract
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Last time updated on 17/11/2020