Real-time Bayesian learning and bond return predictability
Runqing Wan, Andras Fulop, Junye Li
| Year of publication: |
2022
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|---|---|
| Authors: | Wan, Runqing ; Fulop, Andras ; Li, Junye |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 114-130
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| Subject: | Bayesian learning | Bond return predictability | Model combinations | Non-overlapping bond returns | Parameter uncertainty | Real-time macroeconomic information | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process | Zinsstruktur | Yield curve | Theorie | Theory | Börsenkurs | Share price | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441922