Thursday 7 March 2013, 1.15PM to 2.15pm
Speaker(s): Dr. Laura Coroneo, University of York
Abstract: We show that two macroeconomic factors have an important predictive content for government bond yields and excess returns. These factors are not spanned by the cross-section of yields and are well proxied by economic growth and real interest rates.
Location: Economics Staff Room (EC/202)
Admission: Economics Thursday Workshop. For Staff and Postgraduate students