An empirical decomposition of the liquidity premium in breakeven inflation rates
Year of publication: |
February 2017
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Authors: | Güler, Mustafa Haluk ; Keleş, Gürsu ; Polat, Tandoğan |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 185-192
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Subject: | Breakeven inflation | Inflation expectations | Liquidity premium | Inflation risk premium | Inflationserwartung | Risikoprämie | Risk premium | Inflation | Liquidität | Liquidity | Zinsstruktur | Yield curve | Indexanleihe | Index-linked bond | Inflationsrate | Inflation rate | Schätzung | Estimation | Zins | Interest rate | Staatspapier | Government securities |
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