Understanding the determinants of bond excess returns using explainable AI
Beckmann, Lars; Debener, Jörn, Kriebel, Johannes
Research article (journal) | Peer reviewedDetails about the publication
Journal: Journal of Business Economics (JBE)
Volume: 93
Page range: 1553-1590
Status: Published
Release year: 2023 (30/05/2023)
Language in which the publication is written: English
Keywords: asset pricing; bond excess returns; machine learning; explainable artificial intelligence
Authors from the University of Münster
| Beckmann, Lars | Chair of Banking (Prof. Pfingsten) |
| Debener, Jörn | Chair of Banking (Prof. Pfingsten) |