Time Varying Expected Returns in International Bond Markets

Abstract
This article examines the predictable variation in long-maturity government bond returns in 6 countries.
Volume
50:2
Page
481-506
Year
1995
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Corporate Bonds
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Municipal Bonds
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Treasury Bonds
Practice Areas
International Areas
Actuarial Applications and Methodologies
Investments
Actuarial Applications and Methodologies
Valuation
Publications
Journal of Finance
Authors
Antti Ilmanen