The inflation risk premium in the post-Lehman period
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References listed on IDEAS
- Liu, Zhuoshi & Vangelista, Elisabetta & Kaminska, Iryna & Relleen, Jon, 2015. "The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom," Bank of England working papers 551, Bank of England.
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- M. Deroose & A. Stevens, 2017. "Low inflation in the euro area : Causes and consequences," Economic Review, National Bank of Belgium, issue i, pages 111-125, June.
- 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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More about this item
Keywordsinflation expectations; Inflation linked swaps; inflation risk premium;
- 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 fieldsThis 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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