Predicting Bond Returns
Machine learning models show strong bond return predictability, especially during high risk aversion and slow economic growth, emphasizing the importance of using both cross-sectional and time-series predictors.
Featured in No. 83 on 23 Jan 2025 · on release day
- Released
- 23 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863
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