Bond risk, bond return volatility, and the term structure of interest rates

International Journal of Forecasting

Volumn 28, Issue 1, 2012, Pages 97-117

  Viceira, Luis M ^a,b,c  

^a HARVARD UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c CEPR   (United Kingdom)

Author keywords

Bond beta; Bond risk; Inflation; Inflation risk; Return predictability; Stock bond correlation; Term structure of interest rates

Indexed keywords

EID: 84155195353     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.02.018     Document Type: Article

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