FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1601228727> ?p ?o ?g. }

• W1601228727 abstract "Using a comprehensive data set and an array of 27 macroeconomic, stock and bond predictors, we find that corporate bond returns are highly predictable based on an iterated combination model. The large set of predictors outperforms traditional predictors substantially, and predictability generated by the model is both statistically and economically significant. Stock market and macroeconomic variables play an important role in forming expected bond returns. Return forecasts are closely linked to the evolution of real economy. Corporate bond premia have strong predictive power for business cycle and the primary source of this predictive power is from the low-grade bond premium." @default.
• W1601228727 created "2016-06-24" @default.
• W1601228727 creator A5009814519 @default.
• W1601228727 creator A5012239666 @default.
• W1601228727 creator A5033973304 @default.
• W1601228727 date "2013-01-01" @default.
• W1601228727 modified "2023-09-23" @default.
• W1601228727 title "Predictability of Corporate Bond Returns: A Comprehensive Study" @default.
• W1601228727 cites W1552060925 @default.
• W1601228727 cites W1789808336 @default.
• W1601228727 cites W1827580085 @default.
• W1601228727 cites W1967883775 @default.
• W1601228727 cites W1968750601 @default.
• W1601228727 cites W1975161917 @default.
• W1601228727 cites W1984004595 @default.
• W1601228727 cites W1984084460 @default.
• W1601228727 cites W1986178981 @default.
• W1601228727 cites W1986528915 @default.
• W1601228727 cites W1991293146 @default.
• W1601228727 cites W1993067437 @default.
• W1601228727 cites W1994501398 @default.
• W1601228727 cites W1994992018 @default.
• W1601228727 cites W1995834279 @default.
• W1601228727 cites W2003461301 @default.
• W1601228727 cites W2007785900 @default.
• W1601228727 cites W2008301397 @default.
• W1601228727 cites W2010997253 @default.
• W1601228727 cites W2033273362 @default.
• W1601228727 cites W2035663775 @default.
• W1601228727 cites W2047775520 @default.
• W1601228727 cites W2052192965 @default.
• W1601228727 cites W2052464345 @default.
• W1601228727 cites W2056062920 @default.
• W1601228727 cites W2056936851 @default.
• W1601228727 cites W2063871799 @default.
• W1601228727 cites W2077207288 @default.
• W1601228727 cites W2089556049 @default.
• W1601228727 cites W2093571522 @default.
• W1601228727 cites W2098612888 @default.
• W1601228727 cites W2101620928 @default.
• W1601228727 cites W2104623846 @default.
• W1601228727 cites W2105973145 @default.
• W1601228727 cites W2106978637 @default.
• W1601228727 cites W2116373011 @default.
• W1601228727 cites W2117178635 @default.
• W1601228727 cites W2120139936 @default.
• W1601228727 cites W2128475248 @default.
• W1601228727 cites W2135714352 @default.
• W1601228727 cites W2140667952 @default.
• W1601228727 cites W2144031751 @default.
• W1601228727 cites W2144570112 @default.
• W1601228727 cites W2151993164 @default.
• W1601228727 cites W2157201362 @default.
• W1601228727 cites W2158366624 @default.
• W1601228727 cites W2167236726 @default.
• W1601228727 cites W2170621663 @default.
• W1601228727 cites W2177791359 @default.
• W1601228727 cites W2741371467 @default.
• W1601228727 cites W3021190191 @default.
• W1601228727 cites W3023877248 @default.
• W1601228727 cites W3023906401 @default.
• W1601228727 cites W3121453935 @default.
• W1601228727 cites W3121699129 @default.
• W1601228727 cites W3121735048 @default.
• W1601228727 cites W3121768797 @default.
• W1601228727 cites W3121790069 @default.
• W1601228727 cites W3121899771 @default.
• W1601228727 cites W3122064234 @default.
• W1601228727 cites W3122403692 @default.
• W1601228727 cites W3123398368 @default.
• W1601228727 cites W3123566210 @default.
• W1601228727 cites W3123952677 @default.
• W1601228727 cites W3124202419 @default.
• W1601228727 cites W3124278286 @default.
• W1601228727 cites W3124295619 @default.
• W1601228727 cites W3124438330 @default.
• W1601228727 cites W3124467146 @default.
• W1601228727 cites W3124478777 @default.
• W1601228727 cites W3124485385 @default.
• W1601228727 cites W3124690764 @default.
• W1601228727 cites W3124806669 @default.
• W1601228727 cites W3125237379 @default.
• W1601228727 cites W3125553798 @default.
• W1601228727 cites W3125950889 @default.
• W1601228727 cites W73821079 @default.
• W1601228727 cites W2148008512 @default.
• W1601228727 doi "https://doi.org/10.2139/ssrn.2346299" @default.
• W1601228727 hasPublicationYear "2013" @default.
• W1601228727 type Work @default.
• W1601228727 sameAs 1601228727 @default.
• W1601228727 citedByCount "2" @default.
• W1601228727 countsByYear W16012287272016 @default.
• W1601228727 countsByYear W16012287272017 @default.
• W1601228727 crossrefType "journal-article" @default.
• W1601228727 hasAuthorship W1601228727A5009814519 @default.
• W1601228727 hasAuthorship W1601228727A5012239666 @default.
• W1601228727 hasAuthorship W1601228727A5033973304 @default.
• W1601228727 hasConcept C10138342 @default.
• W1601228727 hasConcept C105795698 @default.
• W1601228727 hasConcept C106159729 @default.

• next