The behavior of US corporate bonds : 1926-2008
The behavior of US corporate bonds : 1926-2008
Date
2010-03-09
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Authors
Hamid, Shaikh A.
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Publisher
Southern New Hampshire University
Abstract
Description
This presentation explores the monthly seasonality in long term corporate bond monthly total returns from January 1926 to December 2008. Three types of month effects were tested and the data is sliced into three sub-periods. Dr. Shaikh Hamid also presents his analysis on the data based on Republican and Democratic presidencies, periods of contraction and expansion, and periods of crisis.
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Presentation