Michael Markovich

QIO Quantitative Investment Office

Böndlerstrasse 63

Kilchberg, 8802

Switzerland

Vienna Institute of Finance

Researcher

Nordbergstrasse 15

Vienna, 1090

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

421

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Mind the (Convergence) Gap: Bond Predictability Strikes Back!

Swiss Finance Institute Research Paper No. 19-52, Forthcoming, Management Science
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 05 Mar 2021
Andrea Berardi, Michael Markovich, Alberto Plazzi and Andrea Tamoni
Ca Foscari University of Venice - Dipartimento di Economia, QIO Quantitative Investment Office, Universita' della Svizzera italiana and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 366 (104,563)
Citation 2

Abstract:

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Bond Risk Premia, Forward Rates, Monetary Policy, Natural Rate of Interest, Bond Predictability

2.

Debt Sustainability Measures and Their Explanatory Power for Estimating Government Bond Yields

Number of pages: 28 Posted: 31 May 2012 Last Revised: 02 Jun 2012
Michael Markovich
QIO Quantitative Investment Office
Downloads 55 (465,246)

Abstract:

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Sovereign debt, debt sustainability, contingent claims approach, sovereign long-term interest rates, dynamic panel models