Price discovery on traded inflation expectations: does the financial crisis matter?
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More about this item
KeywordsInflation-linked bonds; inflation swaps; price discovery; financial crisis;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-03 (All new papers)
- NEP-CBA-2009-10-03 (Central Banking)
- NEP-MAC-2009-10-03 (Macroeconomics)
- NEP-MON-2009-10-03 (Monetary Economics)
- NEP-MST-2009-10-03 (Market Microstructure)
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