Out-of-sample bond risk premium predictions : a global common factor
Year of publication: |
March 2015
|
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Authors: | Zhu, Xiaoneng |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 51.2015, p. 155-173
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Subject: | Bond risk premia | Economic value | Global common factor | Return predictability | Out-of-sample forecasts | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Anleihe | Bond | Zinsstruktur | Yield curve | Welt | World |
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