What 200 years of data tell us about the predictive variance of long-term bonds?
Pasquale Della Corte, Can Gao, Daniel P.A. Preve, Giorgio Valente
| Year of publication: |
February 2025
|
|---|---|
| Authors: | Della Corte, Pasquale ; Gao, Can ; Preve, Daniel P.A. ; Valente, Giorgio |
| Publisher: |
[Hong Kong] : Hong Kong Institute for Monetary and Financial Research |
| Subject: | currency risk | long-term bonds | predictability | long-term investments | Anleihe | Bond | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Prognose | Forecast |
| Extent: | 1 Online-Ressource (circa 92 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2025, no.01 (February 2025) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329995