The Inflation Premium implicit in the US Real and Nominal
Year of publication: |
2001-04-01
|
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Authors: | McCulloch, J. Huston |
Institutions: | Society for Computational Economics - SCE |
Subject: | Term Structure of Interest Rates | Inflation-Linked Bonds | Real interest rates | splines | inflationary expectations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2001 Number 210 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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