the journal of fixed income...interest rate volatility, higher covariance between bonds and stocks,...

FIXED INCOME The Journal of The Voices of Influence | iijournals.com www.iijfi.com VOLUME 7 NUMBER 1 JUNE 1997

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Page 1: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

FIXED INCOMEThe Journal of

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The Voices of Influence | iijournals.com

www.iijfi.comVOLUME 7 NUMBER 1 JUNE 1997

Page 2: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 3: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 4: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 5: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 6: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 7: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 8: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 9: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 10: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 11: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 12: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 13: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 14: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 15: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 16: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

Page 17: The Journal of FIXED INCOME...Interest rate volatility, higher covariance between bonds and stocks, or greater inflation uncertamty). In addl- tion, the required risk premium should

The views and opinions expressed herein are those of the authors and do not necessarily reflect the views of AQR Capital Management, LLC, its affiliates or its employees. This document does not represent valuation judgements, investment advice, or research with respect to any financial instrument, issuer, security, or sector that may be described or referenced herein and does not represent a formal or official view of AQR.

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