Bond Market Volatility Forecasting for Chinese Stocks
The study shows that the fluctuation of 10-year treasury bond contracts can predict China's stock market volatility, with machine learning methods proving more accurate than traditional models.
Featured in No. 85 on 19 Feb 2025 · on release day
- Released
- 19 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
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- Identifier
- RePEc:wly:jforec:v:44:y:2025:i:2:p:547-555
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