Jankowitsch, Rainer, Nettekoven, Michaela. 2008. Trading strategies based on term structure model residuals. European Journal of Finance 14 (4): 281-298.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | European Journal of Finance |
| Citation Index | SSCI |
| WU-Journal-Rating new | FIN-A, STRAT-B, VW-D, WH-B |
| Language | English |
| Title | Trading strategies based on term structure model residuals |
| Volume | 14 |
| Number | 4 |
| Year | 2008 |
| Page from | 281 |
| Page to | 298 |
| Reviewed? | Y |
Associations
- People
- Jankowitsch, Rainer (Details)
- Nettekoven, Michaela (Details)
- Organization
- Institute for Banking and Finance
IN
(Former organization)
- Institute for Operations Research IN (Former organization)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 5305 Bank management (Details)
- 5361 Financial management (Details)