The Inflation Risk Premium: Evidence from the TIPS Market
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Publisher
Elsevier BV
Reference49 articles.
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2. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;A Ang;Journal of Monetary Economics,2003
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Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Measuring Inflation Expectations Uncertainty Using High-Frequency Data;SSRN Electronic Journal;2017
2. The Informational Content of the Embedded Deflation Option in TIPS;SSRN Electronic Journal;2012
3. Break-Even Inflation Rate and the Risk Premium: An Alternative Approach to the VAR Models in Forecasting the CPI;SSRN Electronic Journal;2011
4. The Information Content of the Embedded Deflation Option in TIPS;SSRN Electronic Journal;2011
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