Pavol Povala

Norges Bank Investment Management

3 Old Burlington Street

Queensberry House

London, W1S3AE

United Kingdom

http://pavol.povala.com

  • Norges Bank Investment Management

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Expected Returns in Treasury Bonds

Number of pages: 60 Posted: 15 Nov 2010 Last Revised: 02 Apr 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 2,924 (6,071)
Citation 48

Abstract:

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term premia, bond return forecasting factor

2.

Information in the Term Structure of Yield Curve Volatility

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 20 Aug 2009 Last Revised: 17 Jul 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 1,637 (15,339)
Citation 15

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yield curve, stochastic volatility

3.

Nominal Term Spread, Real Rate and Consumption Growth

Number of pages: 65 Posted: 04 Jan 2013 Last Revised: 13 Feb 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 450 (89,853)
Citation 2

Abstract:

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Real interest rate, term structure of interest rates, Euler equation, elasticity of intertemporal substitution