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Bond · United States · CFDs, ETFs, forwards, funds, futures, swaps · Monthly Paid

Term Spread and Term Premium Predict US Government Bonds Returns

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Academic paper

Trading the Term Premium

AuthorsLuke van Schaik; Emlyn Flint; Florence Chikurunhe

Institute
  • Peresec
  • University of Cape Town
  • Peregrine Power (United States)
  • Peregrine Securities

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4324696

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