The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Oğuzhan Çepni, I. Ethem Guney, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2020
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|---|---|
| Authors: | Çepni, Oğuzhan ; Güney, Ethem ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 51.2020, p. 1-13
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| Subject: | Bond premia | Investor attention | Investor sentiment | Predictability | Out-of-sample forecasts | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Anleihe | Bond | Prognose | Forecast | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100541 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013536291