Bond return predictability: Macro factors and machine learning methods

Business & Economics

• Macro Factors 100%
• Machine Learning 93%
• Return Predictability 92%
• Bond Returns 91%
• Learning Methods 88%
• Macroeconomic Variables 69%
• Treasury Bonds 61%
• Bond Valuation 38%
• Investors 27%
• Yield Curve 27%
• Risk Premia 27%
• Macroeconomic Factors 26%
• Nonlinear Relationships 26%
• Prediction 19%
• Macroeconomics 18%
• Economics 12%