Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Tom Pak Wing Fong, Shui Tang Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Fong, Tom ; Wu, Shui Tang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-21
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| Subject: | Machine learning | Return predictability | Bayesian analysis | Market efficiency | Sovereign bond | Time series | Trading rule | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Welt | World | Künstliche Intelligenz | Artificial intelligence | Wertpapierhandel | Securities trading | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012660179