Long-memory inflation uncertainty : evidence from the term structure of interest rates
Year of publication: |
1993
|
---|---|
Authors: | Backus, David |
Other Persons: | Zin, Stanley E. (contributor) |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 25.1993, 3, p. 681-700
|
Subject: | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | CAPM | Theorie | Theory | USA | United States | 1947-1986 |
-
Reverse engineering the yield curve
Backus, David, (1994)
-
Bond risk premia in consumption-based models
Creal, Drew, (2016)
-
On the term structure of interest rates
Li, Song, (1992)
- More ...
-
Reverse engineering the yield curve
Backus, David, (1994)
-
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David, (1993)
-
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David, (1996)
- More ...