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

352

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

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

Swiss Finance Institute Research Paper No. 19-52, Forthcoming in Management Science
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 17 Aug 2020
Andrea Berardi, Michael Markovich, Alberto Plazzi and Andrea Tamoni
Ca Foscari University of Venice - Dipartimento di Economia, QIO Quantitative Investment Office, Swiss Finance Institute and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 299 (113,750)
Citation 1

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 53 (419,424)

Abstract:

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