현상

채권수익률 예측

3편 · 2017 1편, 2021 1편, 2022 1편

Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
MS · 2022 · 인용 7 · Jing‐Zhi Huang, Zhan Shi
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
MS · 2021 · 인용 1 · Andrea Berardi, Michael Markovich, Alberto Plazzi 외
Bond Return Predictability: Economic Value and Links to the Macroeconomy
MS · 2017 · 인용 119 · Antonio Gargano, Davide Pettenuzzo, Allan Timmermann