movements are caused by inflation rate fluctuations, remaining constant the real interest rate. Finally, we analyse the Fisher … Effect in the Spanish case with a preliminary analysis in order to validate future studies. -- inflation expectations …

This paper uses the Fisher equation relating the nominal interest rate to the real interest rate and expected inflation … returns from holding real assets and cash are equalized. When inflation expectations decline, the return to holding cash rises … out of a misplaced fear of inflation in the summer of 2008 when the economy was already contracting rapidly. Using stock …

movements are caused by inflation rate fluctuations, remaining constant the real interest rate. Finally, we analyze the Fisher …

Inflation-indexed securities would appear to be the most direct source of information about inflation expectations and … real interest rates" (Bernanke, 2004). In this paper we study the term structure of real interest rates, expected inflation … and inflation risk premia using data on prices of Treasury Inflation Protected Securities (TIPS) over the period 2000 …

This paper estimates the inflation risk premium using data on prices of Treasury inflation-protected securities (TIPS … also distinguishes between TIPS yields and real yields by explicitly taking into account the three-month indexation lag of … the first subperiod. We find that the inflation risk premium is time varying and, on average, is considerably lower than …

follow GARCH processes. We derive analytical solutions for nominal bond yields, yields on inflation-indexed bonds that have … an indexation lag, and the term structure of expected inflation. Unlike prior studies, the model's parameters are … representing the short-term real interest rate, expected inflation, inflation's central tendency, and four volatility factors that …