---
title: Timevarying predictability in EU bond market
url: https://www.ml-quant.com/papers/ssrn/5185475/
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: SSRN 5185475
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185475
featured: 2025-03-20
citations: unknown
topic: Macro-Finance & Rates
---


# Timevarying predictability in EU bond market

The LASSO method effectively predicts European sovereign bond market returns, except for German bonds.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185475
- Identifier: SSRN 5185475
- Released: 2025-03-19
- First featured: Quant Letter No. 89 (2025-03-20): https://www.ml-quant.com/issues/2025-03-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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