This paper investigates the effects of inflation news coverage on market-based inflation expectations and outcomes in … regarding specific topics, exerts a significant influence on inflation compensation, expectations, and risk premiums. We observe … contributes to the understanding of media influence on financial markets, specifically in shaping inflation expectations. …

Using Consensus Forecasts monthly surveys, we show that experts' interest rate expectations in the Eurofranc market do … not verify the rational expectations hypothesis. Instead, these expectations are found to be generated by a mixed process …

We propose a model in which sticky expectations concerning shortterm interest rates generate joint predictability … expectations framework. Consistent with the model, we find that variables that predict bond and currency returns also predict … patterns in bond and currency markets and predicts that long-term rates are a better gauge of market's short rate expectations …

We propose a model in which sticky expectations concerning shortterm interest rates generate joint predictability … expectations framework. Consistent with the model, we find that variables that predict bond and currency returns also predict … in bond and currency markets and predicts that long-term rates are a better gauge of market’s short rate expectations …

rates, and the pure interest rate expectations theory cannot be applied in interest rate forecasting. Long-term interest …

This paper investigates the effects of inflation news coverage on market-based inflation expectations and outcomes in … regarding specific topics, exerts a significant influence on inflation compensation, expectations, and risk premiums. We observe … contributes to the understanding of media influence on financial markets, specifically in shaping inflation expectations. …

effective in ensuring stable and sensible implied expectations. …