Equity and Bond Comovements: A Machine Learning Perspective

Jiangyuan Li, Liyao Wang, Jinqiang Yang, Wei Zhou^*

^*Corresponding author for this work

Research output: Contribution to conference › Conference paper › peer-review

Original language	English
Publication status	Published - 26 Jun 2024
Event	European Financial Management Association 2024 Annual Meeting, EFMA 2024 - ISEG, Universidade de Lisboa, Lisbon, Portugal Duration: 26 Jun 2024 → 29 Jun 2024 https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2024-Lisbon/2024%20meetings.php

Conference	European Financial Management Association 2024 Annual Meeting, EFMA 2024
Abbreviated title	EFMA2024
Country/Territory	Portugal
City	Lisbon
Period	26/06/24 → 29/06/24
Internet address	https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2024-Lisbon/2024%20meetings.php

Access to Document

@conference{53264ac7a5124648952d6fda34035e8b,

title = "Equity and Bond Comovements: A Machine Learning Perspective",

author = "Jiangyuan Li and Liyao Wang and Jinqiang Yang and Wei Zhou",

year = "2024",

month = jun,

day = "26",

language = "English",

note = "European Financial Management Association 2024 Annual Meeting, EFMA 2024, EFMA2024 ; Conference date: 26-06-2024 Through 29-06-2024",

url = "https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2024-Lisbon/2024%20meetings.php",

}