The information content of the yield curve
In: Market functioning and central bank policy
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References listed on IDEAS
- Shea, Gary S., 1984. "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(03), pages 253-269, September.
- Martin D. D. Evans, 1998. "Real Rates, Expected Inflation, and Inflation Risk Premia," Journal of Finance, American Finance Association, vol. 53(1), pages 187-218, February.
- Evans, Martin & Wachtel, Paul, 1992. "Interpreting the Movements in Short-Term Interest Rates," The Journal of Business, University of Chicago Press, vol. 65(3), pages 395-429, July.
- Eli M. Remolona & Michael Wickens & Frank F. Gong, 1998.
"What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds,"
57, Federal Reserve Bank of New York.
- 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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