Understanding the determinants of bond excess returns using explainable AI
Keywords
asset pricing; bond excess returns; machine learning; explainable artificial intelligence
Cite as
Beckmann, L., Debener, J., & Kriebel, J. (2023). Understanding the determinants of bond excess returns using explainable AI. Journal of Business Economics (JBE), 93, 1553–1590.Details
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2023
Journal
Journal of Business Economics
Volume
93
Start page
1553
End page
1590
Language
English
ISSN
0044-2372
DOI