Estimation of the term premium in Euro Area government bonds

Project Information

EUTERPE

Grant agreement ID: 793763

DOI

10.3030/793763

Project closed

EC signature date 7 March 2018

Start date 1 April 2018

End date 1 May 2020

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 180 277,20

EU contribution

€ 180 277,20

Coordinated by

UNIVERSITA CA' FOSCARI VENEZIA
Italy

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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

Peer reviewed articles (2)

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