Mind the (convergence) gap : bond predictability strikes back!
Andrea Berardi, Michael Markovich, Alberto Plazzi, Andrea Tamoni
| Year of publication: |
2021
|
|---|---|
| Authors: | Berardi, Andrea ; Markovich, Michael ; Plazzi, Alberto ; Tamoni, Andrea |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 12, p. 7888-7911
|
| Subject: | bond risk premia | forward rates | monetary policy | natural rate of interest | bond predictability | Anleihe | Bond | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Zins | Interest rate | Prognose | Forecast | Schätzung | Estimation | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815790