Open AccessReturn Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
Author(s) -
Carolin E. Pflueger,
Luis M. Viceira
Publication year - 2011
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16892
Subject(s) - predictability , treasury , market liquidity , inflation (cosmology) , monetary economics , economics , econometrics , financial economics , mathematics , statistics , geography , physics , archaeology , theoretical physics