The time-varying bond risk premia in China
Year of publication: |
2022
|
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Authors: | Zhang, Han ; Guo, Bin ; Liu, Lanbiao |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 65.2022, p. 51-76
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Subject: | Bond risk premia | Chinese bond market | In- and out-of-sample predictions | Dynamic term structure model | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | China | Rentenmarkt | Bond market | Anleihe | Bond | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Prognose | Forecast | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond |
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