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Skewness And Coskewness In Bond Returns

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  • I-Hsuan Ethan Chiang

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  • I-Hsuan Ethan Chiang, 2016. "Skewness And Coskewness In Bond Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(2), pages 145-178, June.
    • Handle: RePEc:bla:jfnres:v:39:y:2016:i:2:p:145-178
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    8. Li, Yulin & Wald, John K. & Wang, Zijun, 2020. "Sovereign bonds, coskewness, and monetary policy regimes," Journal of Financial Stability, Elsevier, vol. 50(C).

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