Wei Zhou

Shanghai University of Finance and Economics

777 Guoding Road

Shanghai, Shanghai 200433

China

SCHOLARLY PAPERS

1

DOWNLOADS

256

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Equity and Bond Comovements: A Machine Learning Perspective

Number of pages: 53 Posted: 20 Dec 2023 Last Revised: 29 Nov 2024
Shanghai University of Finance and Economics, Hong Kong Baptist University, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 256 (254,341)

Abstract:

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Stock-bond comovement, Machine Learning, Cross-market hedging