Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market

1994 ◽  
Vol 18 (5) ◽  
pp. 997-1025 ◽  
Author(s):  
Jeroen F.J. de Munnik ◽  
Peter C. Schotman
Keyword(s):  
Time Series ◽  
Term Structure ◽  
Bond Market ◽  
Cross Sectional ◽  
Empirical Results ◽  
Term Structure Models ◽  
Time Series Estimation ◽  
Series Estimation

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

2021 ◽  
pp. jfi.2021.1.127
Author(s):  
Lionel Martellini ◽  
Riccardo Rebonato ◽  
Jean-Michel Maeso
Keyword(s):  
Time Series ◽  
Bond Market ◽  
Cross Sectional ◽  
Sovereign Bond ◽  
The Us
Sign in / Sign up

Export Citation Format

Share Document