Do economic variables improve bond return volatility forecasts?
Shih-Wei Chao
| Year of publication: |
November 2016
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|---|---|
| Authors: | Chao, Shih-Wei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 10-26
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| Subject: | Bond return volatility | Predictive ability | Forecast combination | Forecast performance decomposition | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Anleihe | Bond | Schätzung | Estimation | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626615