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The term structure of real interest rates: theory and evidence from UK index-linked bonds

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  • Seppala, Juha

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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 51 (2004)
Issue (Month): 7 (October)
Pages: 1509-1549

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Handle: RePEc:eee:moneco:v:51:y:2004:i:7:p:1509-1549

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Web page: http://www.elsevier.com/locate/inca/505566

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References

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Cited by:
  1. Juha Seppala & Federico Ravenna, 2007. "Monetary Policy, Expected Inflation, and Inflation Risk Premium," 2007 Meeting Papers 513, Society for Economic Dynamics.
  2. Federico Ravenna & University of California & Juha Seppala & University of Illinois, 2006. "Monetary Policy and the Term Structure of Interest Rates," Computing in Economics and Finance 2006 197, Society for Computational Economics.
  3. Hanno Lustig, 2011. "Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle," 2011 Meeting Papers 1443, Society for Economic Dynamics.

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