Bond return predictability : macro factors and machine learning methods
Ying Jiang, Xiaoquan Liu, Yirong Liu, Fumin Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Jiang, Ying ; Liu, Xiaoquan ; Liu, Yirong ; Zhu, Fumin |
| 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://ebvufind01.dmz1.zbw.eu/10015142089