Forecasting bond returns in a macro model
Keqiang Hou, Xing Li, Zeguang Li, Ting Wu
| Year of publication: |
2021
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|---|---|
| Authors: | Hou, Keqiang ; Li, Xing ; Li, Zeguang ; Wu, Ting |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 524-545
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| Subject: | DSGE model | Predictability of bond returns | Predictive factors | Prognoseverfahren | Forecasting model | Anleihe | Bond | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Schätzung | Estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Rentenmarkt | Bond market | DSGE-Modell | Prognose | Forecast | 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.iref.2020.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671988