Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
收藏NBER2011-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16892
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资源简介：
Estimating the liquidity differential between inflation-indexed and nominal bond yields, we separately test for time-varying real rate risk premia, inflation risk premia, and liquidity premia in U.S. and U.K. bond markets. We find strong, model independent evidence that real rate risk premia and
提供机构：
美国国家经济研究局
创建时间：
2011-03-01
