Forecasting through the rearview mirror : data revisions and bond return predictability
Year of publication: |
February 2018
|
---|---|
Authors: | Ghysels, Eric ; Horan, Casidhe ; Mönch, Emanuel |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 2, p. 678-714
|
Subject: | Anleihe | Bond | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Wirkungsanalyse | Impact assessment | Zinsstruktur | Yield curve | USA | United States | 1964-2014 |
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