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

The Journal of Fixed Income, Vol. 31, Issue 3, Winter 2022
 

Author(s):

Lionel Martellini

EDHEC Business School EDHEC-Risk Institute

Riccardo Rebonato

EDHEC Business School EDHEC-Risk Institute

Jean-Michel Maeso

EDHEC-Risk Institute

The Journal of Fixed Income, Vol. 31, Issue 3, Winter 2022
 

Type: Academic publication
Date: le 03/01/2022
Research Cluster : Finance
Source : The Journal of Fixed Income

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