Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates-Reference-Cited by-同舟云学术

Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates

Published:2020-08-28 Issue:15 Volume:28 Page:1327-1331
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Apergis Emmanuel¹^ORCID,Apergis Nicholas²^ORCID

Affiliation:

1. Department of Economics and Finance, University of Derby, Derby, UK

2. Department of Business Administration, University of Huddersfield, Huddersfield, UK

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1813245

Reference11 articles.

1. Armantier, O., G. Kosar, R. Pomerantz, D. Skandalis, K. Smith, G. Topa, and W. Van der Klaauw. 2020. “Inflation Expectations in Times of COVID-19.” Working Paper. Liberty Street Economics, Federal Reserve Bank of New York.

2. Generalized autoregressive conditional heteroskedasticity

3. Coleman, W., and D. Nautz. 2020. “The Credibility of the ECB’s Inflation Target in Times of Corona: New Evidence from an Online Survey.” Discussion Paper, No. 11. Freie Universität Berlin.

4. Asset pricing with a factor-arch covariance structure

5. Eser, F., P. Karadi, P. Lane, L. Moretti, and C. Osbat. 2020. “The Phillips Curve at the ECB.” European Central Bank Working Paper, No 2400.

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