Are bond returns predictable with real-time macro data?
Dashan Huang, Fuwei Jiang, Kunpeng Li, Guoshi Tong, Guofu Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Dashan ; Jiang, Fuwei ; Li, Kunpeng ; Tong, Guoshi ; Zhou, Guofu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-20
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| Subject: | Bond return predictability | Machine learning | Real-time macro data | Scaled sufficient forecasting | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Künstliche Intelligenz | Artificial intelligence | Anleihe | Bond | Kapitaleinkommen | Capital income | Prognose | Forecast | Großbritannien | United Kingdom | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471827