Replication of "Glass Box Machine Learning and Corporate Bond Returns"

Published: 10 April 2026| Version 2 | DOI: 10.17632/nsv3w5svp7.2
Contributors:
Sebastian Bell, Ali Kakhbod, Martin Lettau, Abdolreza Nazemi

Description

This is a replication packet for "Glass Box Machine Learning and Corporate Bond Returns" published in the Journal of Financial Economics. See README for further details.

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Categories

Finance, Interpretable Machine Learning

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