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Mind the (convergence) gap: bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
-
2019
-
This version: August 29, 2019
that is otherwise missed by
forward
rates
. Consistent with the argument that CG captures the effect of real imbalances on …
Persistent link: https://www.econbiz.de/10012134247
Saved in:
2
Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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