How do zero-coupon inflation swaps predict inflation rates in the euro area? : evidence of efficiency and accuracy on 1-year contracts
Pedro Pires Ribeiro, José Dias Curto
| Year of publication: |
June 2018
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| Authors: | Ribeiro, Pedro Pires ; Curto, José Dias |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 4, p. 1451-1475
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| Subject: | Inflation swaps | Inflation forecasting | Market efficiency | Rational expectations | Risk premium | Euro area | Inflation | Eurozone | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Swap | Rationale Erwartung | Risikoprämie | Effizienzmarkthypothese | Efficient market hypothesis | Inflationserwartung | Inflation expectations | Geldpolitik | Monetary policy | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1268-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949563