The inflation risk premium in the post-Lehman period
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Cited by:
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- 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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- Robert Amano & Thomas Carter & Sylvain Leduc, 2019. "Precautionary Pricing: The Disinflationary Effects of ELB Risk," Working Paper Series 2019-26, Federal Reserve Bank of San Francisco.
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- Ivan Jaccard, 2024.
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More about this item
Keywords
inflation expectations; Inflation linked swaps; inflation risk premium;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-04-23 (Central Banking)
- NEP-FMK-2017-04-23 (Financial Markets)
- NEP-MAC-2017-04-23 (Macroeconomics)
- NEP-MON-2017-04-23 (Monetary Economics)
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