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.
1. Abrahams M. Adrian T. Crump R.K.andMoench E.(2015)Decomposing real and nominal yield curves. FRB of New York Staff Report 570.
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3. Pricing the term structure with linear regressions
4. Adrian T.andWu H.Z.(2009)The term structure of inflation expectations. FRB of New York Staff Report 362.
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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