anchored close to the inflation target of the Bank of Mexico. Furthermore, Mexican inflation risk premia are larger and more …To study inflation expectations and associated risk premia in emerging bond markets, this paper provides estimates for … prices that are only weakly correlated, the results indicate that long-term inflation expectations in Mexico are well …

ambiguous effects w.r.t. to the impact of capital market risk as well as inflation risk, which is due to the interplay of … response to positive changes in inflation risk and capital market risk, respectively, with both effects lasting permanently. … risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint …

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal … about inflation and growth. Ambiguity can help resolve the puzzling fact that upward-sloping yield curves have persisted … despite positive inflation shocks changing from negative to positive news about growth in the last twenty years. Investors …

inflation risk premia, and increased nominal bond safety premia, suggestive of signaling, portfolio rebalance, and safe asset … Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage … Sveriges Riksbank's bond purchases raised inflation and short-rate expectations, lowered nominal and real term premia and …