Another look on bond market seasonality: a note

Authors: Kam C.C.; H. K.W.1

Source: Journal of Banking and Finance, Volume 19, Number 6, September 1995 , pp. 1047-1054(8)

Publisher: Elsevier

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Keywords: Bond market seasonality; GARCH; Bond returns; Business cycles; [JEL classification codes] G1

Language: English

Document Type: Research article

DOI: 10.1016/0378-4266(94)00069-F

Affiliations: 1: University of Alabama, Box 870224, Tuscaloosa, AL 35487, USA

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