Predicting bond return predictability
Daniel Borup, Jonas N. Eriksen, Mads M. Kjær, Martin Thyrsgaard
| Year of publication: |
2024
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|---|---|
| Authors: | Borup, Daniel ; Eriksen, Jonas Nygaard ; Kjær, Mads Markvart ; Thyrsgaard, Martin |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 2, p. 931-951
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| Subject: | bond excess returns | equal conditional predictive ability | forecast combination | multivariate test | state dependencies | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Prognose | Forecast | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513793