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The role of duration and trades in the information assimilation process of the US treasury market

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Mergers, aggregate productivity, and markups

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The impacts of kurtosis on risk stationarity : some empirical evidence

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Forecasting Corporate Bond Returns : An Iterated Combination Approach

Lin, Hai - 2016

Using a comprehensive data set and an array of 27 macroeconomic, stock and bond predictors, we find that corporate bond returns are highly predictable based on an iterated combination model. The large set of predictors outperforms traditional predictors substantially, and predictability...

Persistent link: https://www.econbiz.de/10013007056