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Common Factors in the Performance of European Corporate Bonds – Evidence before and after the Financial Crisis |
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| Authors: | Wolfgang Aussenegg Lukas Goetz Ranko Jelic |
| Affiliation: | 1. Institute of Management Sciences, Vienna University of Technology, Theresianumgasse 27, A‐1040, Vienna, Austria;2. UNIQA Capital Markets GmbH, Untere Donaustra?e 21, A‐1029, Vienna, Austria;3. Department of Accounting and Finance, University of Birmingham, Birmingham, B15 2TT, UK |
| Abstract: | |
| Keywords: | asset pricing Euro corporate bonds factor models financial crisis anomalies |