Predicting Bond Returns with Commodity Index

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Academic paper

Predicting Bond Returns: 70 Years of International Evidence

AuthorsGuido Baltussen; Martin Martens; Olaf Penninga

Institute
  • Erasmus University Rotterdam
  • Erasmus University Rotterdam (EUR)
  • Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
  • Robeco Quantitative Investments
  • Robeco Asset Management

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