We're using cookies, but you can turn them off in your browser settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy

Bridge over ocean
1 July 2010 Financial Analysts Journal Volume 66, Issue 4

Explaining and Forecasting Bond Risk Premiums

  1. Gerardo Palazzo
  2. Stefano Nobili

In examining the risk premiums for U.S. and German 10-year government bond yields, the authors found that the decline in bond risk premiums since the 1980s is associated with a decrease in global output variability and an increase in the power of 10-year government bonds to diversify portfolios.

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content