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Determinants of Bond Risk Premia · Study

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PreprintDeterminants of Bond Risk Premia

Zhan Shi2010

OA

Preprintgreen2010

Determinants of Bond Risk Premia

Zhan Shi · Jing-Zhi Jay Huang

33 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

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References

1995Comparing Predictive Accuracy 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2002Determining the Number of Factors in Approximate Factor Models 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds 2002Forecasting Using Principal Components From a Large Number of Predictors 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2020Empirical Asset Pricing via Machine Learning

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2022Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Financearticle · 41 shared references 2017Expected Business Conditions and Bond Risk Premiaarticle · 29 shared references 2017Robust Bond Risk Premiareport · 26 shared references 2011Forecasting Government Bond Risk Premia Using Technical Indicatorspreprint · 24 shared references 2013Forecasting Interest Rateschapter · 22 shared references 2017Interest Rates Under Falling Starsarticle · 22 shared references

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1573186

openalex_workW126548639

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