Mads Markvart Kjær

Aarhus University, CREATES

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

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Scholarly Papers (1)

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Predicting Bond Return Predictability

Number of pages: 114 Posted: 30 Jan 2020 Last Revised: 25 Jan 2022
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær and Martin Thyrsgaard
Aarhus University, CREATES, DFI, Aarhus University, CREATES, DFI, Aarhus University, CREATES and Northwestern University - Kellogg School of Management
Downloads 476 (78,620)

Abstract:

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bond excess returns, forecasting, state-dependencies, multivariate test, equal conditional predictive ability