Predicting bond betas using macro-finance variables
Nektarios Aslanidis, Charlotte Christiansen, Andrea Cipollini
| Year of publication: |
2019
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|---|---|
| Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Cipollini, Andrea |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 193-199
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| Subject: | Bond betas | Complete subset regressions | Corporate bonds | Government bonds | Macro-finance variables | Model confidence set | Unternehmensanleihe | Corporate bond | Öffentliche Anleihe | Public bond | Anleihe | Bond | CAPM | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Rentenmarkt | Bond market | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Risiko | Risk | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418702