In examining the risk premiums for U.S. and German 10-year government bond yields, the authors found that the decline … in bond risk premiums since the 1980s is associated with a decrease in global output variability and an increase in the …

The yield curve is the centrepiece in bond markets, a massive asset class with an overall size of USD100 trillion that …

-- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …

yields have strong predictive power for bond risk premia, in contrast to the factors based on yield levels. We also provide … insights into the impact this has on the added value of macro data for bond risk premia predictions and the recent conclusion …