Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
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Date
Authors
Cepni, Oguzhan
Gupta, Rangan
Wohar, Mark E.
Journal Title
Journal ISSN
Volume Title
Publisher
Wiley
Abstract
Please read abstract in the article.
Description
Keywords
Bond risk premia, Consumption-wealth ratios, In-sample predictability, Out-of-sample forecasts
Sustainable Development Goals
Citation
Cepni, O., Gupta, R. & Wohar, M.E. 2021, 'Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia', International Review of Finance, vol. 21, no. 2, pp. 661-674, doi : 10.1111/irfi.12283.