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RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" - MaRDI portal

RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" (Q5265243)

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scientific article; zbMATH DE number 6463516
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English
RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS"
scientific article; zbMATH DE number 6463516

    Statements

    RETURN-PREDICTING FACTORS FOR US TREASURIES: ON THE SIMILARITY OF "TENTS" AND "BATS" (English)
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    23 July 2015
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    bond risk premium
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    interest-rate models
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    return-predicting factor
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    Identifiers