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  • Search: subject:"unspanned macro risk factors"
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Anleihe 1 Bond 1 Bond market 1 Business cycle 1 Capital income 1 Capital market returns 1 Econometric model 1 Estimation 1 Forecasting model 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Konjunktur 1 Prognoseverfahren 1 Public bond 1 Rentenmarkt 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Schätzung 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1 bond returns 1 macro factors 1 stochastic volatility 1 time-varying parameters 1 unspanned macro risk factors 1 yield curve 1 Öffentliche Anleihe 1 Ökonometrisches Modell 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gargano, Antonio 1 Pettenuzzo, Davide 1 Timmermann, Allan 1
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Management science : journal of the Institute for Operations Research and the Management Sciences 1
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ECONIS (ZBW) 1
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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