Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Tom Fong and Gabriel Wu
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Fong, Tom ; Wu, Shui Tang |
| Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
| Subject: | trading rule | return predictability | monetary cycle | machine learning | business cycle | spillover | market efficiency | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Öffentliche Anleihe | Public bond | Industrieländer | Industrialized countries | Welt | World | Künstliche Intelligenz | Artificial intelligence | Wertpapierhandel | Securities trading | Schätzung | Estimation | Japan |
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2019, no. 03 (January 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202832