Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns

Florian Barth; Hendrik Scholz; Matthias Stegmeier

doi:10.3905/jfi.2018.27.3.054

Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns

Florian Barth, Hendrik Scholz and Matthias Stegmeier

The Journal of Fixed Income Winter 2018, 27 (3) 54-70; DOI: https://doi.org/10.3905/jfi.2018.27.3.054

Florian Barth

is a PhD student at Friedrich-Alexander-Universität Erlangen-Nürnberg in Nürnberg, Germany

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Hendrik Scholz

is a professor at Friedrich-Alexander-Universität Erlangen-Nürnberg in Nürnberg, Germany

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Matthias Stegmeier

is portfolio manager and CFA® charterholder at Nürnberger Lebensversicherung AG in Nürnberg, Germany

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Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns

Florian Barth, Hendrik Scholz, Matthias Stegmeier

The Journal of Fixed Income Dec 2017, 27 (3) 54-70; DOI: 10.3905/jfi.2018.27.3.054

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Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns

Florian Barth, Hendrik Scholz, Matthias Stegmeier

The Journal of Fixed Income Dec 2017, 27 (3) 54-70; DOI: 10.3905/jfi.2018.27.3.054

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