generally find that deflation terms contributes negatively to such a premium and inflation positively. The magnitudes of the … coefficients associated with deflation tend to be greater, compared to those associated with inflation. This suggests that …

inflation in the euro area. As far as real rates are concerned, we find that they are not affected by macroeconomic surprises in … the United States, but they are by surprises in inflation and monetary policy in the euro area. Inflation expectations in … both areas are not systematically influenced by monetary policy surprises. In the United States forward inflation risk …

This paper estimates Inflation risk premia in the Euro area based on nominal swap yields, inflation swap rates, CPI and … conclude that inflation risk premia is insignificant, where a model including surveys will that it significant. Finally our …

government bonds to derive expected inflation rates and the corresponding inflation risk premia, in the euro area and in the … factors and one inflation factor; the model provides substantial information related to expected inflation and inflation risk … market and economic outlook in the United States and by news on inflation in the euro area; this preliminary results can be …

yields' fluctuations and highlight the roles of a tight monetary policy stance and expectations of lower inflation in … negative inflation slope points to higher odds of a recession within a year. An aggressive removal of policy accommodation …

and implied volatility of T-bonds and survey forecasts of GDP growth and inflation. We find relatively stable inflation …

, premium components are less reactive to inflation shocks, while real rate responses change their sign from positive to …