Carlo Altavilla

Selected Publications

Anchoring the yield curve using survey expectations

The dynamic behavior of the term structure of interest rates is difficult to replicate with models, […]

Carlo Altavilla, Raffaella Giacomini, Giuseppe Ragusa
15 October 2013 | CWP52/13
Bond returns and market expectations

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

Carlo Altavilla, Riccardo Costantini, Raffaella Giacomini
24 May 2013 | CWP20/13

Latest version

Bond Returns and Market Expectations
Carlo Altavilla, Raffaella Giacomini, Riccardo Costantini
1 October 2014 | Journal Article