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The bond rate and estimated monetary policy rules
Mehra, Yash Pal - In: Journal of economics & business 53 (2001) 4, pp. 345-358
Persistent link: https://www.econbiz.de/10001594946
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Estimating inflation compensation for Turkey using yield curves
Duran, Murat; Gülşen, Eda - In: Economic modelling 32 (2013), pp. 592-601
Persistent link: https://www.econbiz.de/10009762014
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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Forecasting Australian inflation and an analysis of asset returns as inflation hedges
Alles, Lakshman; Horton, Dean - 1997
Persistent link: https://www.econbiz.de/10000981789
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A model of bond value : explaining yields with growth and inflation
Shevlin, Thomas - In: Journal of investment management : JOIM 17 (2019) 2, pp. 17-39
Persistent link: https://www.econbiz.de/10012254275
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The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H. - In: The North American journal of economics and finance : a … 39 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
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Short-run bond risk premia
Mueller, Philippe; Vedolin, Andrea; Zhou, Hao - In: The quarterly journal of finance 9 (2019) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10012166887
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Inflation and stock returns at B3
Chaves, Carlos; Silva, André C. - In: Revista Brasileira de Finanças : RBFin 16 (2018) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10012125437
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Inflation uncertainty and disagreement in bond risk premia
D'Amico, Stefania; Orphanides, Athanasios - 2014
This paper examines the relation between variations in perceived inflation uncertainty and bond premia. Using the … average individual uncertainty about inflation forecasts since 1968. We show that this ex-ante measure of inflation … uncertainty differs importantly from measures of disagreement regarding inflation forecasts and other proxies, such as model …
Persistent link: https://www.econbiz.de/10010441139
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745