Bond Return Predictability: Economic Value and Links to the Macroeconomy

• Antonio Gargano

  Antonio Gargano

  [email protected]

  http://orcid.org/0000-0001-8542-6446

  University of Melbourne, Melbourne, Victoria 3010, Australia

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  ,
• Davide Pettenuzzo

  Davide Pettenuzzo

  [email protected]

  http://orcid.org/0000-0002-5784-7945

  Sachar International Center, Brandeis University, Waltham, Massachusetts 02453

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  ,
• Allan Timmermann

  Corresponding Author

  Allan Timmermann

  [email protected]

  http://orcid.org/0000-0002-1555-2268

  Rady School of Management, University of California, San Diego, La Jolla, California 92093

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