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Publications
Publications
  • 2016
  • Chapter
  • Handbook of Fixed-Income Securities

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

By: Carolin E. Pflueger and Luis M. Viceira
  • Format:Print
  • | Pages:19
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Keywords

Investment Return; Bonds; Forecasting and Prediction; Inflation and Deflation

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.
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About The Author

Luis M. Viceira

Finance
→More Publications

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  • Pershing Square's Pandemic Trade Teaching Note Courseware By: Luis M. Viceira and Emil N. Siriwardane
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