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Inflation expectations: how the market speaks

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  • Simon Kwan

Abstract

This Economic Letter discusses the structure of Treasury Inflation-Protected Security (TIPS) contracts, the development of the market in recent years, and the measure of inflation compensation derived from comparing TIPS yields to nominal yields.

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File URL: http://www.frbsf.org/publications/economics/letter/2005/el2005-25.html
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File URL: http://www.frbsf.org/publications/economics/letter/2005/el2005-25.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of San Francisco in its journal FRBSF Economic Letter.

Volume (Year): (2005)
Issue (Month): oct7 ()
Pages:

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Handle: RePEc:fip:fedfel:y:2005:i:oct7:n:2005-25

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Related research

Keywords: Government securities;

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Cited by:
  1. Jakob de Haan & David-Jan Jansen, 2007. "The Importance of Being Vigilant: Has ECB Communication Influenced Euro Area Inflation Expectations?," CESifo Working Paper Series 2134, CESifo Group Munich.
  2. Francis E. Warnock & Veronica Cacdac Warnock, 2006. "International Capital Flows and U.S. Interest Rates," NBER Working Papers 12560, National Bureau of Economic Research, Inc.
  3. Daniel L. Thornton, 2007. "The lower and upper bounds of the Federal Open Market Committee's long-run inflation objective," Review, Federal Reserve Bank of St. Louis, issue May, pages 183-194.
  4. Robert L. Hetzel, 2006. "Making the systematic part of monetary policy transparent," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 255-290.

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