Understanding the determinants of bond excess returns using explainable AI
Year of publication: |
2023
|
---|---|
Authors: | Beckmann, Lars ; Debener, Jörn ; Kriebel, Johannes |
Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 1861-8928, ZDB-ID 2059561-X. - Vol. 93.2023, 9, p. 1553-1590
|
Subject: | Asset pricing | Bond excess returns | Explainable artificial intelligence | Machine learning | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | CAPM | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond |
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