Decomposing real and nominal yield curves
Year of publication: |
December 2016
|
---|---|
Authors: | Abrahams, Michael ; Adrian, Tobias ; Crump, Richard K. ; Mönch, Emanuel ; Yu, Rui |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 84.2016, p. 182-200
|
Subject: | TIPS breakevens | Expected inflation | Inflation risk premium | Affine term-structure model | Liquidity risk | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Theorie | Theory | Inflation |
-
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei, (2014)
-
The term structure and inflation uncertainty
Breach, Tomas, (2020)
-
Disagreement about inflation and the yield curve
Ehling, Paul, (2015)
- More ...
-
Pricing TIPS and treasuries with linear regressions
Abrahams, Michael, (2012)
-
Pricing TIPS and treasuries with linear regressions
Abrahams, Michael, (2012)
-
Pricing TIPS and Treasuries with Linear Regressions
Abrahams, Michael, (2013)
- More ...