Extracting Deflation Probability Forecasts from Treasury Yields
Year of publication: |
2012
|
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Authors: | Christensen, Jens H.E. ; Lopez, Jose A. ; Rudebusch, Glenn D. |
Published in: |
International Journal of Central Banking. - International Journal of Central Banking. - Vol. 8.2012, 4, p. 21-60
|
Publisher: |
International Journal of Central Banking |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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