The asymmetric predictability of high-yield bonds
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- Yang, Lu & Hamori, Shigeyuki, 2015. "Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 124-138.
- repec:eee:eneeco:v:69:y:2018:i:c:p:101-110 is not listed on IDEAS
More about this item
KeywordsHigh-yield bonds; Predictability; VAR; Embedded options; Market condition;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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