---
title: Predicting Bond Returns
url: https://www.ml-quant.com/papers/repec/eee-jbfina-v-171-y-2025-i-c-s0378426624002863/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378426624002863%3Bh%3Drepec%3Aeee%3Ajbfina%3Av%3A171%3Ay%3A2025%3Ai%3Ac%3As0378426624002863
featured: 2025-01-23
citations: unknown
topic: Macro-Finance & Rates
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378426624002863%3Bh%3Drepec%3Aeee%3Ajbfina%3Av%3A171%3Ay%3A2025%3Ai%3Ac%3As0378426624002863
- Identifier: RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863
- Released: 2025-01-23
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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