Open AccessBond Return Predictability: Economic Value and Links to the Macroeconomy
Author(s) -
Antonio Gargano,
Davide Pettenuzzo,
Allan Timmermann
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2471273
Subject(s) - predictability , economics , bond , value (mathematics) , monetary economics , keynesian economics , financial economics , econometrics , finance , mathematics , statistics
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