Forecasting Bond Risk Premia Using Technical Analysis
While economic variables have been used extensively to forecast the U.S. bond risk premia, little attention has been paid to the use of technical indicators which are widely employed by practitioners. In this paper, we fill this gap by studying the predictive ability of technical indicators vis-a-vi...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3328 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1914227 |
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| Institution: | Singapore Management University |
| Language: | English |