ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW
Author:
Affiliation:
1. Department of Banking and Finance University of Innsbruck Austria
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/joes.12265
Reference97 articles.
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3. Pricing the term structure with linear regressions
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5. Andreasen M.M. Christensen J.H.E. andRiddell S.(2017)The TIPS liquidity premium. Working Paper Federal Reserve Bank of San Francisco 2017‐11.
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