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Bauer, Michael D.; Rudebusch, Glenn D. - 2017

Theory predicts that the equilibrium real interest rate, r*t, and the perceived trend in inflation, ð*t, are key …

Persistent link: https://www.econbiz.de/10011688099

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Argyropoulos, Efthymios; Tzavalis, Elias - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 785-796

Persistent link: https://www.econbiz.de/10012655704

Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan

Saleem, Kashif - In: The journal of applied business research 29 (2013) 4, pp. 1209-1221

Persistent link: https://www.econbiz.de/10009777588

Asset prices with stochastic volatilities and a UIP puzzle

Lee, Eunhee - In: International review of economics & finance : IREF 64 (2019), pp. 41-61

Persistent link: https://www.econbiz.de/10012322223

Disagreement about inflation and the yield curve

Ehling, Paul; Gallmeyer, Michael F.; Heyerdahl-Larsen, … - 2015

Persistent link: https://www.econbiz.de/10011795825

Prices and expectations : essays in international finance and monetary economics

Wang, Likun - 2015

Persistent link: https://www.econbiz.de/10011391315

The Information Content of the Term Structure of Interest Rates About Future Inflation - an Illustration of the Importance of Accounting for a Time-Varying Real Interest Rate and I...

Nielsen, Christian Mose - 2007

information content of the term structure of interest rates about future inflation. The empirical results of these studies … structure of interest rates only contains limited information about future inflation and that the relationship between the term … structure of interest rates and future inflation may not be stable over time. In this paper an extension of the Mishkin model …

Persistent link: https://www.econbiz.de/10014056398