مرکز منطقه ای اطلاع رساني علوم و فناوري - The information content in bond model residuals: An empirical study on the Belgian bond market

Title of article :

The information content in bond model residuals: An empirical study on the Belgian bond market

Author/Authors :

Piet Sercu، نويسنده , , Xueping Wu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

685

To page :

720

Keywords :

Bonds , One-factor model , Spline , Duration , Market efficiency

Journal title :

Journal of Banking and Finance

Serial Year :

1997

Journal title :

Journal of Banking and Finance

Record number :

192951

Link To Document :