Unspanned global macro risks in bond returns
Feng Zhao, Guofu Zhou, Xiaoneng Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Zhao, Feng ; Zhou, Guofu ; Zhum, Xiaoneng |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 12, p. 7825-7843
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| Subject: | bond risk premia | global economic factors | real-time macroeconomic factors | macro-finance term structure models | macro-spanning puzzle | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Anleihe | Bond | Kapitaleinkommen | Capital income | Schätzung | Estimation | Welt | World | Theorie | Theory | Rentenmarkt | Bond market | Wirkungsanalyse | Impact assessment | Makroökonomik | Macroeconomics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815767