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Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
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References

  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 2005Bond Risk Premia1,546 cited
  • 1999Forecasting inflation1,273 cited
  • 2009Macro Factors in Bond Risk Premia1,043 cited
  • 2005Bond Yields and the Federal Reserve557 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 2010Price Pressure in the Government Bond Market311 cited
  • 1996Idiosyncratic Variation of Treasury Bill Yields254 cited
  • 2008Bond Supply and Excess Bond Returns218 cited
  • 2009Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves124 cited
  • 2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates120 cited
  • 2002Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings118 cited
  • 2011Sharpe ratios in term structure models

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