Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework
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DOI: 10.1002/ijfe.297
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References listed on IDEAS
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Citations
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Cited by:
- Kocenda, Evzen & Poghosyan, Tigran, 2009.
"Macroeconomic sources of foreign exchange risk in new EU members,"
Journal of Banking & Finance,
Elsevier, vol. 33(11), pages 2164-2173, November.
- Tigran Poghosyan & Evzen Kocenda, 2007. "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series wp898, William Davidson Institute at the University of Michigan.
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