The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

Journal of Financial Markets - Tập 51 - Trang 100541 - 2020
Oğuzhan Çepni1, I. Ethem Guney1, Rangan Gupta2, Mark E. Wohar3,4
1Central Bank of the Republic of Turkey, Haci Bayram Mah. Istiklal Cad. No:10 06050, Ankara, Turkey
2Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
3College of Business Administration, University of Nebraska at Omaha, 6708 Pine Street, Omaha, NE 68182, USA
4School of Business and Economics, Loughborough University, Leicestershire LE11 3TU, UK

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