Inflation Expectations, Real Rates, and Risk Premia : Evidence from Inflation Swaps
Year of publication: |
2011
|
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Authors: | Haubrich, Joseph G. |
Other Persons: | Pennacchi, George (contributor) ; Ritchken, Peter H. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Swap | Realzins | Real interest rate | Indexbindung | Indexation | Zinsstruktur | Yield curve | Inflation |
Extent: | 1 Online-Ressource (58 p) |
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Series: | FRB of Cleveland Working Paper ; No. 1107 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1784067 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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