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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"
~subject:"Inflation expectations"
~subject:"Inflation"
~subject:"Interest rate derivative"
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Inflation expectations
Inflation
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79
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Fama, Eugene F.
2
Kozicki, Sharon
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of monetary economics
The review of financial studies
International journal of theoretical and applied finance
27
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
22
Journal of banking & finance
19
The journal of computational finance
15
The journal of fixed income
15
Discussion paper / Centre for Economic Policy Research
14
Journal of financial economics
14
Finance and economics discussion series
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of finance : the journal of the American Finance Association
13
The journal of futures markets
13
Applied financial economics
12
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12
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10
Journal of money, credit and banking : JMCB
10
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International journal of financial engineering
9
Journal of economic dynamics & control
9
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8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Working paper / Bank of Canada
8
Economics letters
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working papers / The Levy Economics Institute
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Advances in futures and options research : a research annual
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Annual review of financial economics
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1
Public debt, consumption growth, and the slope of the term structure
Nguyen, Thien T.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3742-3776
Persistent link: https://www.econbiz.de/10013350122
Saved in:
2
How important are inflation expectations for the nominal yield curve?
Cram, Roberto Gómez
;
Yaron, Amir
- In:
The review of financial studies
34
(
2021
)
2
,
pp. 985-1045
Persistent link: https://www.econbiz.de/10012434846
Saved in:
3
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
4
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
5
Inflation bets on the long bond
Hong, Harrison G.
;
Sraer, David
;
Yu, Jialin
- In:
The review of financial studies
30
(
2017
)
3
,
pp. 900-947
Persistent link: https://www.econbiz.de/10011749266
Saved in:
6
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
7
Comment on: "Monetary policy, bond returns and debt dynamics" by Antje Berndt and Şevin Yeltekin
Pflueger, Carolin E.
- In:
Journal of monetary economics
73
(
2015
),
pp. 137-140
Persistent link: https://www.econbiz.de/10011381729
Saved in:
8
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
9
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
10
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
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