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On the reliability of Japanese inflation expectations using purchasing power parity

Kamada, Koichiro; Nakajima, Jouchi - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 3, pp. 259-265

Persistent link: https://www.econbiz.de/10011481971

A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417

Persistent link: https://www.econbiz.de/10012134192

Is a pure TIPS strategy truly risk free?

Haensly, Paul J. - In: Review of financial economics : RFE 28 (2016), pp. 1-20

Persistent link: https://www.econbiz.de/10011579659

Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011813816

Residual inflation risk

Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314

Persistent link: https://www.econbiz.de/10011947163

Bond futures, inflation-indexed bonds, and inflation risk premium

Kanas, Angelos - In: Journal of international financial markets, … 28 (2014), pp. 82-99

Persistent link: https://www.econbiz.de/10010411577

Inflation-adjusted bonds, swaps, and derivatives

Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471

Persistent link: https://www.econbiz.de/10014426345

Is the future really observable? : a practical approach to model monetary policy rules

Marfatia, Hardik A. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1189-1223

Persistent link: https://www.econbiz.de/10012616947

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944

Persistent link: https://www.econbiz.de/10014306673

Long-term interest rate predictability : exploring the usefulness of survey forecasts of growth and inflation

Baghestani, Hamid - In: Cogent economics & finance 7 (2019) 1, pp. 1-12

This study focuses on the consensus forecasts from the Survey of Professional Forecasters (SPF) for 1993-2017. These include the SPF forecasts of US 10-year Treasury rate (TBR), Moody's Aaa corporate bond rate (Aaa), CPI inflation, and real GDP growth. We show that both SPF and random walk...

Persistent link: https://www.econbiz.de/10012023359