Work

Out-of-sample bond risk premium predictions: A global common factor

Year: 2014

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2014.11.004

Author: Xiaoneng Zhu

Institution: Shanghai University of Finance and Economics

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000929413

FWCI: 5.49

Cites: 51

Cited by: 24

Related to: 10