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Modelling the Australian exchange rate, long bond yield and inflationary expectations
Tarditi, Alison - 1996
Persistent link: https://www.econbiz.de/10000954499
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Australian exchange rates, long bond yields and inflationary expectations
Tarditi, Alison - In: The determination of long-term interest rates and …, (pp. 140-183). 1996
Persistent link: https://www.econbiz.de/10001321311
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Changes in the inflation target and the comovement between inflation and the nominal interest rate
Eo, Yunjong; Lie, Denny - 2019
Persistent link: https://www.econbiz.de/10012223784
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Changes in the inflation target and the comovement between inflation and the nominal interest rate
Eo, Yunjong; Lie, Denny - 2020
Persistent link: https://www.econbiz.de/10013362821
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Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748
Persistent link: https://www.econbiz.de/10014429167
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Inflation and asset yield rates
Ikeno, Hidehiro - 1992
Persistent link: https://www.econbiz.de/10000867010
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Stock returns volatility and uncertain inflation : international evidence
Najand, Mohammad - 1987
Persistent link: https://www.econbiz.de/10000829355
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A technique for extracting a measure of expected inflation from the interest rate term structure
Frankel, Jeffrey A. - 1979
Persistent link: https://www.econbiz.de/10000780463
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000618379
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1997
Persistent link: https://www.econbiz.de/10000619731