Unspanned global macro risks in bond returns
Year of publication: |
2021
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---|---|
Authors: | Zhao, Feng ; Zhou, Guofu ; Zhum, Xiaoneng |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 12, p. 7825-7843
|
Subject: | bond risk premia | global economic factors | real-time macroeconomic factors | macro-finance term structure models | macro-spanning puzzle | Schätzung | Estimation | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Anleihe | Bond | Welt | World | Rentenmarkt | Bond market | Prognoseverfahren | Forecasting model |
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