What 200 years of data tell us about the predictive variance of long-term bonds?

Pasquale Della Corte, Can Gao, Daniel P.A. Preve, Giorgio Valente

Year of publication:	February 2025
Authors:	Della Corte, Pasquale ; Gao, Can ; Preve, Daniel P.A. ; Valente, Giorgio
Publisher:	[Hong Kong] : Hong Kong Institute for Monetary and Financial Research
Subject:	currency risk \| long-term bonds \| predictability \| long-term investments \| Anleihe \| Bond \| Prognoseverfahren \| Forecasting model \| Zinsstruktur \| Yield curve \| Portfolio-Management \| Portfolio selection \| Öffentliche Anleihe \| Public bond \| Währungsrisiko \| Exchange rate risk \| Wechselkurs \| Exchange rate \| Prognose \| Forecast

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