Financial market risk and macroeconomic stability variables: dynamic interactions and feedback effects

Author:

Chomicz-Grabowska Agnieszka M.,Orlowski Lucjan T.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Andreasen MM, Christensen JHE, Riddell S (2018) The TIPS liquidity premium. Federal Reserve Bank of San Francisco – working paper 2017-11

2. Christensen J, Gillan J (2012) Do Fed TIPS purchases affect market liquidity? Federal Reserve Bank of San Francisco – economic letter no. 2012-07

3. Cunningham R, Desroches B, Santor E (2010) Inflation expectations and the conduct of monetary policy: a review of recent evidence and experience. Bank of Canada Review, Spring pp:13–25

4. D’Amico S, Kim DH, Wei M (2018) Tips from TIPS: the informational content of Treasury inflation-protected security prices. J Financ Quant Anal 53(1):395–436

5. Fleckenstein M, Longstaff FA, Lustig H (2017) Deflation risk. Rev Financ Stud 30(8):2719–2760

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