Do economic variables improve bond return volatility forecasts?
Shih-Wei Chao
Year of publication: |
November 2016
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Authors: | Chao, Shih-Wei |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 10-26
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Subject: | Bond return volatility | Predictive ability | Forecast combination | Forecast performance decomposition | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Anleihe | Bond | Schätzung | Estimation |
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