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While economic variables have been used extensively to forecast bond risk premia, little attention has been paid to technical indicators which are widely used by practitioners. In this paper, we study the predictive ability of a variety of technical indicators vis-a-vis the economic variables. We nd that technical indicators have signicant in both in- and out-of-sample forecasting power. Moreover, we nd that using information from both technical indicators and economic variables increases the forecasting performance substantially. We also nd that the economic value of bond risk premia forecasts from our methodology is comparable to that of equity risk premium forecasts.

Forecasting Bond Risk Premia Using Technical Indicators