Predicting corporate bond illiquidity via machine learning
Axel Cabrol, CFA, Wolfgang Drobetz, Tizian Otto, and Tatjana Puhan
| Year of publication: |
2024
|
|---|---|
| Authors: | Cabrol, Axel ; Drobetz, Wolfgang ; Otto, Tizian ; Puhan, Tatjana-Xenia |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 3, p. 103-127
|
| Subject: | bond illiquidity | corporate bonds | illiquidity forecasting | machine learning | quantitative credit research | Unternehmensanleihe | Corporate bond | Künstliche Intelligenz | Artificial intelligence | Liquidität | Liquidity | Prognoseverfahren | Forecasting model | Marktliquidität | Market liquidity | Anleihe | Bond | Kreditrisiko | Credit risk | Finanzanalyse | Financial analysis | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2024.2350952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050475