Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates
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DOI: 10.26509/frbc-wp-200810
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More about this item
Keywords
Interest rates; Inflation (Finance); Asset pricing;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-12-14 (Central Banking)
- NEP-MAC-2008-12-14 (Macroeconomics)
- NEP-MON-2008-12-14 (Monetary Economics)
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