Mind the (convergence) gap : bond predictability strikes back!
Year of publication: |
2021
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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
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Subject: | bond risk premia | forward rates | monetary policy | natural rate of interest | bond predictability | Geldpolitik | Monetary policy | Anleihe | Bond | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Theorie | Theory | Zins | Interest rate | Kapitaleinkommen | Capital income | Prognose | Forecast |
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