Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
Luis Viceira (),
Adi Sunderam and
John Campbell ()
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Adi Sunderam: Harvard University
No 355, 2008 Meeting Papers from Society for Economic Dynamics
The concavity of the yield curve---the level of intermediate-term bond yields, relative to the average of short- and long-term bond yields---is a good proxy for the level of term premia.
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Journal Article: Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2017)
Working Paper: Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2009)
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