Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps-Reference-Cited by-同舟云学术

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Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

Published:2012-03-05 Issue:5 Volume:25 Page:1588-1629
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Haubrich Joseph,Pennacchi George,Ritchken Peter

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/25/5/1588/5398062/hhs003.pdf

Reference40 articles.

1. Testing Continuous-Time Models of the Spot Interest Rate

2. Do macro variables, asset markets, or surveys forecast inflation better?

3. The Central Tendency: A Second Factor in Bond Yields

4. Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices

5. Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure

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2. The inflation expectations of U.S. firms: Evidence from a new survey;Journal of Monetary Economics;2024-07

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4. A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing;The Review of Financial Studies;2024-03-19

5. Information Content of Inflation Expectations: A Copula-Based Model;Studies in Nonlinear Dynamics & Econometrics;2024-03-01

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