Detecting time-variation in corporate bond index returns: A smooth transition regression model

Journal of Banking and Finance

Volumn 35, Issue 1, 2011, Pages 95-103

  Chen, XiaoHua ^a   Maringer, Dietmar ^b  

^a UNIVERSITY OF BATH   (United Kingdom)

^b UNIVERSITY OF BASEL   (Switzerland)

Author keywords

Corporate bond index returns; Model selection; Smooth transition regression model

Indexed keywords

EID: 77957919521     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.07.023     Document Type: Article

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