Real rates, expected inflation, and inflation risk premia
Year of publication: |
1998
|
---|---|
Authors: | Evans, Martin D. D. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 1, p. 187-218
|
Subject: | Realzins | Real interest rate | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Indexanleihe | Index-linked bond | Staatspapier | Government securities | Großbritannien | United Kingdom | 1983-1995 |
-
International yield co-movements
Bekaert, Geert, (2021)
-
Séverac, Béatrice de, (2021)
-
Liquidity risk premia and breakeven inflation rates
Shen, Pu, (2006)
- More ...
-
Evans, Martin D. D., (2012)
-
International Capital Flows and Debt Dynamics
Evans, Martin D. D., (2012)
-
Are Different-Currency Assets Imperfect Substitutes?
Evans, Martin D. D., (2003)
- More ...