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Jiaxun Liu

Universitat Pompeu Fabra (UPF) - Department of Economics and Business

PhD Candidate

Barcelona

Spain

SCHOLARLY PAPERS

1

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57

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0

Scholarly Papers (1)

1.

Pricing Macro-Panic: Forecasting the Tails of Bond Risk Premia

Number of pages: 43 Posted: 07 Apr 2026
Jiaxun Liu
Universitat Pompeu Fabra (UPF) - Department of Economics and Business
Downloads 57 (989,921)

Abstract:

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Bond Risk Premium, Tail Risk, Term Structure, Quantile Random Forest, Macro-Finance, Systemic Risk, Maroeconomic Forecasting, Machine Learning