Factor decomposition and diversification in European corporate bond markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco, 2016. "Time-varying importance of country and industry factors in European corporate bonds," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 429-448.
More about this item
KeywordsCorporate bonds; Europe; Allocation strategies; EMU; Factor models;
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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