Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries
Year of publication: |
April 2018
|
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Authors: | Kita, Arben ; Tortorice, Daniel L. |
Publisher: |
Worcester, Massachusetts : Department of Economics, College of the Holy Cross |
Subject: | Inflation-Indexed Bonds | Nominal Bonds | Law of One Price | Mispricing | Limits to Arbitrage | Inflationserwartung | Inflation expectations | Großbritannien | United Kingdom | Finanzmarkt | Financial market | Indexanleihe | Index-linked bond | Arbitrage | Inflation | CAPM | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Indexbindung | Indexation | Anleihe | Bond |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
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Series: | Faculty research series / Holy Cross, Economics and Accounting. - Worcester, Mass., ZDB-ID 2498271-4. - Vol. no. 18, 01 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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