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  • Search: subject:"macro-finance term-structure models"
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Subject
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Capital income 2 Kapitaleinkommen 2 Theorie 2 Theory 2 Yield curve 2 Zinsstruktur 2 Anleihe 1 Artificial intelligence 1 Bond 1 Bond market 1 Estimation 1 Forecasting model 1 Impact assessment 1 Künstliche Intelligenz 1 Macroeconomics 1 Makroökonomik 1 Prognoseverfahren 1 Rentenmarkt 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Welt 1 Wirkungsanalyse 1 World 1 bond risk premia 1 global economic factors 1 group lasso 1 machine learning 1 macro-based return predictors 1 macro-finance term structure models 1 macro-finance term-structure models 1 macro-spanning puzzle 1 real-time macroeconomic factors 1 spanning controversy 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Huang, Jing-Zhi 1 Shi, Zhan 1 Zhao, Feng 1 Zhou, Guofu 1 Zhum, Xiaoneng 1
Published in...
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Management science : journal of the Institute for Operations Research and the Management Sciences 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Machine-learning-based return predictors and the spanning controversy in macro-finance
Huang, Jing-Zhi; Shi, Zhan - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1780-1804
Persistent link: https://www.econbiz.de/10014305166
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Unspanned global macro risks in bond returns
Zhao, Feng; Zhou, Guofu; Zhum, Xiaoneng - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
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