default author photo

Andrea Berardi

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 44,746

SSRN RANKINGS

Top 44,746

in Total Papers Downloads

2,826

TOTAL CITATIONS

23

Scholarly Papers (8)

1.

Dissecting the Yield Curve: The International Evidence

Journal of Banking and Finance, Vol. 134, 2022. https://doi.org/10.1016/j.jbankfin.2021.106286
Number of pages: 63 Posted: 24 Jun 2019 Last Revised: 27 Dec 2023
Andrea Berardi and Alberto Plazzi
Ca Foscari University of Venice - Dipartimento di Economia and Universita' della Svizzera italiana
Downloads 529 (133,403)
Citation 8

Abstract:

Loading...

Term structure, term premia, yield volatility, macro factors, comovement

2.

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

Management Science, vol. 67, n. 12, pp. 7888–7911, 2021. https://doi.org/10.1287/mnsc.2020.3847
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 27 Dec 2023
Ca Foscari University of Venice - Dipartimento di Economia, QIO Quantitative Investment Office, Universita' della Svizzera italiana and University of Notre Dame - Mendoza College of Business
Downloads 504 (140,597)
Citation 2

Abstract:

Loading...

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

3.

Do Long-Term Yields Help to Estimate Short-Term Risk Premia?

Number of pages: 71 Posted: 22 Feb 2021 Last Revised: 03 Mar 2026
Andrea Berardi, Roger Brown and Stephen M. Schaefer
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and London Business School - Institute of Finance and Accounting
Downloads 489 (146,261)
Citation 1

Abstract:

Loading...

Bond Risk Premia, Forward Rates, Yield Volatility, Convexity, Term Structure JEL Classification: E43, G12

4.

Inflation Risk Premia, Yield Volatility and Macro Factors

Swiss Finance Institute Research Paper No. 18-13, Published, Journal of Financial Econometrics, 2019, Vol. 17:3, 397–431
Number of pages: 51 Posted: 30 Jan 2018 Last Revised: 26 Dec 2023
Andrea Berardi and Alberto Plazzi
Ca Foscari University of Venice - Dipartimento di Economia and Universita' della Svizzera italiana
Downloads 339 (224,234)
Citation 4

Abstract:

Loading...

Term Structure, Inflation Risk Premia, TIPS, Yield Volatility, Macro Factors

5.

International Evidence on Risk Premia for Nominal and Inflation-Linked Bonds: The Information in Long-Term Rates

Number of pages: 44 Posted: 08 Nov 2023 Last Revised: 19 Oct 2024
Andrea Berardi and Stephen M. Schaefer
Ca Foscari University of Venice - Dipartimento di Economia and London Business School - Institute of Finance and Accounting
Downloads 338 (225,768)

Abstract:

Loading...

Bond Risk Premia, Long-Term Rates, Inflation Expectations, Inflation Risk Premia

6.

Consumer Protection and the Design of the Default Option of a Pan-European Pension Product

Swiss Finance Institute Research Paper No. 19-19
Number of pages: 76 Posted: 17 Mar 2018 Last Revised: 11 Apr 2019
Andrea Berardi, Claudio Tebaldi and Fabio Trojani
Ca Foscari University of Venice - Dipartimento di Economia, Bocconi University - CAREFIN - Centre for Applied Research in Finance and University of Geneva
Downloads 332 (228,126)
Citation 4

Abstract:

Loading...

Life-Cycle Saving, Household Finance, Guaranteed Strategies

7.

Term Premia and Short Rate Expectations in the Euro Area

Journal of Empirical Finance, Vol. 74, 2023, https://doi.org/10.1016/j.jempfin.2023.101424
Number of pages: 47 Posted: 27 Apr 2022 Last Revised: 27 Dec 2023
Andrea Berardi
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 166 (454,356)
Citation 2

Abstract:

Loading...

Term structure, Term premia, Expected short rates, Convexity, Euro sovereign bonds

8.

Saving for Retirement in Europe: The Long-Term Risk-Return Tradeoff

Journal of Pension Economics & Finance, 2023, https://doi.org/10.1017/S1474747223000136
Number of pages: 42 Posted: 27 Apr 2022 Last Revised: 27 Dec 2023
Andrea Berardi and Claudio Tebaldi
Ca Foscari University of Venice - Dipartimento di Economia and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 129 (569,079)
Citation 2

Abstract:

Loading...

retirement savings, strategic asset allocation, life-cycle investing, minimum return guarantees, dynamic scenario analyses