The Informational Content of Market-Based Measures of Inflation Expectations Derived from Government Bonds and Inflation Swaps in the United Kingdom
Year of publication: |
2015
|
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Authors: | Liu, Zhuoshi |
Other Persons: | Vangelista, Elisabetta (contributor) ; Kaminska, Iryna (contributor) ; Relleen, Jonathan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Großbritannien | United Kingdom | Inflationserwartung | Inflation expectations | Öffentliche Anleihe | Public bond | Swap | Inflation | Messung | Measurement | Derivat | Derivative |
Extent: | 1 Online-Ressource (38 p) |
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Series: | Bank of England Working Paper ; No. 551 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2667596 [DOI] |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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