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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The review of financial studies"
~person:"Ritchken, Peter H."
~subject:"Inflation expectations"
~subject:"Inflation"
~subject:"Interest rate derivative"
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Inflation expectations
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Ritchken, Peter H.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of monetary economics
The review of financial studies
Federal Reserve Bank of Cleveland working paper series
2
FRB of Cleveland Working Paper
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
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2
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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