Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Joseph Haubrich; George Pennacchi; Peter Ritchken
| Year of publication: |
2012
|
|---|---|
| Authors: | Haubrich, Joseph Gerard ; Pennacchi, George G. ; Ritchken, Peter H. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 5, p. 1588-1629
|
| Subject: | Realzins | Real interest rate | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Swap | Indexbindung | Indexation | USA | United States | 1982-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536409