The predictive power of Nelson-Siegel factor loadings for the real economy
Yang Han, Anqi Jiao, Jun Ma
| Year of publication: |
2021
|
|---|---|
| Authors: | Han, Yang ; Jiao, Anqi ; Ma, Jun |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 95-127
|
| Subject: | Financial markets | Forecasts combination | Macroeconomic forecasting | Nelson-Siegel yield factor model | Uncertainty and Risk | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Risiko | Risk | Prognose | Forecast | Zinsstruktur | Yield curve | Modellierung | Scientific modelling | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis | Rendite | Yield |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259403