Predicting Chinese bond risk premium with machine learning
Jia Zhai, Jiahui Xi, Conghua Wen and Lu Zong
| Year of publication: |
2025
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|---|---|
| Authors: | Zhai, Jia ; Xi, Jiahui ; Wen, Conghua ; Zong, Lu |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 31.2025, 7, p. 919-955
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| Subject: | Bond risk premium | machine learning | macroeconomic factors | yield curve | Künstliche Intelligenz | Artificial intelligence | Risikoprämie | Risk premium | Anleihe | Bond | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Rendite | Yield | Kapitaleinkommen | Capital income | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2024.2446719 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445581