Bond return predictability : macro factors and machine learning methods
Ying Jiang, Xiaoquan Liu, Yirong Liu, Fumin Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, Ying ; Liu, Xiaoquan ; Liu, Yirong ; Zhu, Fumin |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 30.2024, 5, p. 2596-2627
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| Subject: | Chinese bond market | government bond returns forecasting | machine learning | unspanned macroeconomic information | yield term structure | Künstliche Intelligenz | Artificial intelligence | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Anleihe | Bond | Rentenmarkt | Bond market | China | Rendite | Yield | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015142089