Cannaregio 873
Venice, 30121
Italy
Ca Foscari University of Venice - Dipartimento di Economia
SSRN RANKINGS
in Total Papers Downloads
Term structure, term premia, yield volatility, macro factors, comovement
Bond Risk Premia, Forward Rates, Monetary Policy, Natural Rate of Interest, Bond Predictability
Bond Risk Premia, Forward Rates, Yield Volatility, Convexity, Term Structure JEL Classification: E43, G12
Term Structure, Inflation Risk Premia, TIPS, Yield Volatility, Macro Factors
Bond Risk Premia, Long-Term Rates, Inflation Expectations, Inflation Risk Premia
Life-Cycle Saving, Household Finance, Guaranteed Strategies
Term structure, Term premia, Expected short rates, Convexity, Euro sovereign bonds
retirement savings, strategic asset allocation, life-cycle investing, minimum return guarantees, dynamic scenario analyses