Working Paper | 2013

Appendix to 'Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity'

by Carolin E. Pflueger and Luis M. Viceira

Citation:

Pflueger, Carolin E., and Luis M. Viceira. "Appendix to 'Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity'." Working Paper, September 2013.