Real-Time Macro Information and Bond Return Predictability : A Weighted Group Deep Learning Approach

Research output: Working Papers › Preprint

Overview

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Author(s)

Yinghua Fan
Guanhao Feng
Andras Fulop
Junye Li

Related Research Unit(s)

Department of Management Sciences

Detail(s)

Original language	English
Number of pages	60
Publication status	Online published - 2022

Link(s)

	Check@CityULib
Document Link	Links https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517081 Pre-print
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(741fd2bd-b3a0-4fa6-b46e-600b44891bf3).html

Citation Format(s)

[ RIS ] [ BibTeX ]

Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach. / Fan, Yinghua ; Feng, Guanhao; Fulop, Andras et al.
2022.

Research output: Working Papers › Preprint

Fan, Y , Feng, G, Fulop, A & Li, J 2022 'Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach'. <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517081>

Fan, Y., Feng, G., Fulop, A., & Li, J. (2022). Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach. Advance online publication. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3517081

Fan Y , Feng G, Fulop A, Li J. Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach. 2022. Epub 2022.

Fan, Yinghua ; Feng, Guanhao ; Fulop, Andras et al. / Real-Time Macro Information and Bond Return Predictability : A Weighted Group Deep Learning Approach. 2022.