Inflation risks and inflation risk premia
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Citations
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Cited by:
- Marcello Pericoli, 2019. "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 542, Bank of Italy, Economic Research and International Relations Area.
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Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
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More about this item
Keywords
affine term structure models; inflation compensation; inflation risk; inflation risk premia; inflation risks; state-space modelling;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-04-11 (Central Banking)
- NEP-EEC-2010-04-11 (European Economics)
- NEP-MAC-2010-04-11 (Macroeconomics)
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