We estimate real interest rates, bounds on inflation expectations and inflation risk premia in a CCAPM framework under …

, montrent que les taux d'interet reels decroissent avec l'inflation. Nous nous demandons si ce lien entre taux reels et … inflation est plus fort ou plus faible dans la periode recente, de faible inflation, que dans le passe. …

This paper examines robust estimators of core inflation for Belgian historical CPI data, and the euro area Harmonised …

interest rates, real stock returns, inflation, industrial production, and the real exchange rate using a multivariate vector …

We use an integrated framework based on the CCAPM to jointly estimate ex-ante real interest rates, inflation risk … premia and agents' inflation expectation errors in four countries - France, Spain, UK and US - under three different …

The present study of the Agency for Economic Programming and Development aims to characterize the inflation process …

investigates the implications of euro adoption in the Slovak Republic for inflation and interest rates with an attempt to quantify … raise the Slovak inflation rate above the euro area level. As capital markets have already fully priced in euro membership … to counter any such developments.<P>L'adoption de l'euro par la République slovaque : les implications pour l'inflation …