Predicting bond betas using macro-finance variables
Year of publication: |
2019
|
---|---|
Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Cipollini, Andrea |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 193-199
|
Subject: | Bond betas | Complete subset regressions | Corporate bonds | Government bonds | Macro-finance variables | Model confidence set | Theorie | Theory | Unternehmensanleihe | Corporate bond | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | CAPM | Regressionsanalyse | Regression analysis | Anleihe | Bond | Schätzung | Estimation | Rentenmarkt | Bond market | Risiko | Risk |
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