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Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model
Imakubo, Kei; Nakajima, Jouchi - 2015
Persistent link: https://www.econbiz.de/10012178013
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Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru; Takahashi, Koji - 2017
Persistent link: https://www.econbiz.de/10012179277
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Estimating term premia at the zero bound : an analysis of Japanese, US, and UK yields
Ichiue, Hibiki; Uenko, Yoichi - 2013
Persistent link: https://www.econbiz.de/10009745067
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A macro-finance analysis of the term structure and monetary policy in Japan : using a model with time-variant equilibrium rates of real interest and inflation and with zero lower b...
Oda, Nobuyuki (contributor); Suzuki, Takashi (contributor) - 2007
Persistent link: https://www.econbiz.de/10003529646
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Market-based long-term inflation expectations in Japan : a refinement on breakeven inflation rates
Hiraki, Kazuhiro; Hirata, Wataru - 2020
Persistent link: https://www.econbiz.de/10014290752