777 Guoding Road
Shanghai, AK Shanghai 200433
Shanghai University of Finance and Economics
in Total Papers Downloads
return predictability, average skewness, idiosyncratic skewness
Bond risk premia, global economic factor, real-time macroeconomic factors, return predictability, unspanning puzzle.
News; Momentum; Fundamentals; Information Environments; Future Returns
Ambiguity, bond risk premia, model uncertainty, term structure, robustness.
Bayesian method, predictive variance, non-negative equity premium
Term structures, Bond market, Arbitrage-free model, Unspanned stochastic volatility, Interest rate derivatives
Rare Disaster, International Stock Return, Return Predictability, Out-of-sample, Partial Least Square
Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation
disaster risks; treasury bond; risk premium; predictability
This page was processed by aws-apollo4 in 0.391 seconds