Bond markets
I study questions related to risk premia in real bond markets. First, I document novel evidence that factors explaining excess returns for nominal Treasuries are also common to the real term structure. This suggests that sources of bond predictability should be interpreted in the context of the real...
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Imperial College London
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.656824 |