Bond return predictability : evidence from 25 OECD countries
Neluka Devpura, Paresh Kumar Narayan, Susan Sunila Sharma
| Year of publication: |
2021
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|---|---|
| Authors: | Devpura, Neluka ; Narayan, Paresh Kumar ; Sharma, Susan Sunila |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-14
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| Subject: | Bond excess returns | Commodities | Heteroskedasticity | Panel predictive regression | OECD-Staaten | OECD countries | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Anleihe | Bond | Öffentliche Anleihe | Public bond | Panel | Panel study | Schätzung | Estimation | Zinsstruktur | Yield curve | Kapitalmarktrendite | Capital market returns | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101301 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820862