Publications
Publications
- 2016
- Handbook of Fixed-Income Securities
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
By: Carolin E. Pflueger and Luis M. Viceira
Keywords
Citation
Pflueger, Carolin E., and Luis M. Viceira. "Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity." Chap. 10 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.