Predicting bond return predictability
Daniel Borup, Jonas N. Eriksen, Mads M. Kjær and Martin Thyrsgaard
| Year of publication: |
[2020] ; This version: July 7, 2020
|
|---|---|
| Authors: | Borup, Daniel ; Eriksen, Jonas Nygaard ; Kjær, Mads Markvart ; Thyrsgaard, Martin |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | Bond excess returns | forecasting | state-dependencies | multivariate test | equal conditional predictive ability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Prognose | Forecast | Börsenkurs | Share price | Rentenmarkt | Bond market |
freely available
| Extent: | 1 Online-Ressource (circa 112 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2020, 09 |
| 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/10012317813