Publications
Publications
- 2016
- Handbook of Fixed-Income Securities
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
By: Luis M. Viceira and Carolin E. Pflueger
Citation
Viceira, Luis M., and Carolin E. Pflueger. "Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity." In Handbook of Fixed-Income Securities, edited by Pietro Veronesi, 191–209. Wiley Handbooks in Financial Engineering and Econometrics. Hoboken, NJ: John Wiley & Sons, 2016.