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The Capital Markets programme examines how different types of agents interact in financial markets. The latest research from Capital Markets members is made available in our working papers collection. This cutting edge work is free to download, and designed to inspire scholarly debate.

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Discussion Papers

Bond supply and excess bond returns

We examine empirically how the maturity structure of government debt affects bond yields and excess returns. Our analysis is based on a theoretical...

February 2008
DP 607
Robin Greenwood
Dimitri Vayanos

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News

Mike Burkart - Winner of the 2025 ECGI Finance Series Prize

LSE announces launch of an Initiative in Sustainable Finance

ESRB Policy Paper by Martin Oehmke on restructuring and inso ...

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Events

Cognitive Foundations of Finance Conference

5th Annual Conference on Non-Bank Financial Sector and Finan ...

Global financial system: old themes, new risks

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Seminars

Is Index Concentration an Inevitable Consequence of Market-C ...

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Publications

Bond Supply, Yield Drifts, and Liquidity Provision Before Ma ...

Causal Narratives

Arbitrage Networks

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