Work

An Extension of the Five‐factor Affine Term Structure Model: Predicting Future Bond Returns*

Year: 2021

Type: article

Source: Asia-Pacific Journal of Financial Studies

DOI: 10.1111/ajfs.12356

Authors: Ga‐Young Jang, Hyoung‐Goo Kang, Dong‐Joon Lee

Institutions: Hanyang University, Sungkyunkwan University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3216865771

FWCI:

Cites: 25

Cited by: 1

Related to: 10