
A forecast on the bond excess return of Chinese bonds through return forecasting factor and its relation with macroeconomic variables
Author(s) -
Kiryoung Lee
Publication year - 2016
Publication title -
junggug yeon-gu/jungguk yeongu
Language(s) - English
Resource type - Journals
eISSN - 2713-5950
pISSN - 1225-8695
DOI - 10.18077/chss.2016.66..006
Subject(s) - bond , econometrics , economics , relation (database) , factor (programming language) , factor analysis , financial economics , computer science , finance , data mining , programming language