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The term structure of real interest rates: theory and evidence from UK index-linked bonds

✍ Scribed by Juha Seppälä


Book ID
113725516
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
436 KB
Volume
51
Category
Article
ISSN
0304-3932

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Term premia and the maturity composition
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## Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a time‐varying framework with potential regime shifts. We present regression and out‐of sample forecasting results demonstrating that inform