Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Year of publication: |
2020
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Authors: | Fong, Tom ; Wu, Shui Tang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-21
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Subject: | Machine learning | Return predictability | Bayesian analysis | Market efficiency | Sovereign bond | Time series | Trading rule | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Wertpapierhandel | Securities trading | Welt | World |
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