Inflation Expectations and Risks in a Two-Country Affine-Yield Model
In: Market Liquidity: Research Findings and Selected Policy Implications
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- Jacobs, Mike & Remolona, Eli & Wickens, Michael R, 1998. "What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds," CEPR Discussion Papers 2022, C.E.P.R. Discussion Papers.
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