Carlo Altavilla

Selected Publications

Bond Returns and Market Expectations

A well-documented empirical result is that market expectations extracted from futures contracts on the federal funds […]

Carlo Altavilla, Raffaella Giacomini, Riccardo Costantini
1 October 2014 | Journal Article

Previous version

Bond returns and market expectations
Carlo Altavilla, Riccardo Costantini, Raffaella Giacomini
24 May 2013 | CWP20/13