Common factors in international bond returns

Journal of International Money and Finance

Volumn 22, Issue 5, 2003, Pages 629-656

  Driessen, Joost ^a   Melenberg, Bertrand ^b   Nijman, Theo ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Bond returns; Common factors; Multi country model; Term structure of interest rates

Indexed keywords

EID: 0041513007     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(03)00046-9     Document Type: Article

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