Estimating Inflation Risk Premia Using Inflation-Linked Bonds: A Review-Reference-Cited by-同舟云学术

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Estimating Inflation Risk Premia Using Inflation-Linked Bonds: A Review

Published:2019-03-01 Issue: Volume: Page:117-149
ISSN:
Container-title:Contemporary Topics in Finance
language:
Short-container-title:

Author:

Kupfer Alexander¹

Affiliation:

1. Department of Banking and Finance University of Innsbruck Austria

Publisher

Wiley

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781119565178.ch5/fullpdf

Reference97 articles.

1. Abrahams , M. Adrian , T. Crump , R.K. Moench , E. 2015 Decomposing real and nominal yield curves

2. Decomposing real and nominal yield curves;Abrahams;Journal of Monetary Economics,2016

3. Pricing the term structure with linear regressions;Adrian;Journal of Financial Economics,2013

4. Adrian , T. Wu , H.Z. 2009 The term structure of inflation expectations

5. Andreasen , M.M. Christensen , J.H. Riddell , S. 2017 The TIPS liquidity premium

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