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Estimation of the term premium in Euro Area government bonds

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

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

Author(s): Andrea Berardi; Michael Markovich; Alberto Plazzi; Andrea Tamoni
Published in: Management Science, Issue 67, 2021, Page(s) 7888-7911, ISSN 0025-1909
Publisher: Institute for Operations Research and the Management Sciences
DOI: 10.1287/mnsc.2020.3847

Dissecting the yield curve: The international evidence

Author(s): Andrea Berardi; Alberto Plazzi
Published in: Journal of Banking and Finance, Issue 134, 2022, ISSN 0378-4266
Publisher: Elsevier BV
DOI: 10.1016/j.jbankfin.2021.106286

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