Non-Linear Dynamics of Yield Spreads and Inflation: Evidence from India
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DOI: 10.1007/s40953-024-00410-0
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More about this item
Keywords
Term structure; Inflation expectations; Yield spreads; Threshold models;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
Statistics
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