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Real Rates, Expected Inflation, and Inflation Risk Premia
The Journal of Finance
◽
10.1111/0022-1082.75591
◽
1998
◽
Vol 53
(1)
◽
pp. 187-218
◽
Cited By ~ 157
Author(s):
Martin D. D. Evans
Keyword(s):
Risk Premia
◽
Inflation Risk
◽
Expected Inflation
◽
Inflation Risk Premia
Download Full-text
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◽
2007
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Author(s):
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◽
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Keyword(s):
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Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia
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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia
CFA Digest
◽
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◽
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◽
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◽
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◽
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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps
SSRN Electronic Journal
◽
10.2139/ssrn.1456831
◽
2009
◽
Author(s):
Allan Sall Tang Andersen
Keyword(s):
Interest Rates
◽
Term Structure
◽
Euro Area
◽
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
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INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES
Journal of the European Economic Association
◽
10.1111/j.1542-4774.2012.01067.x
◽
2012
◽
Vol 10
(3)
◽
pp. 634-657
◽
Cited By ~ 35
Author(s):
Peter Hördahl
◽
Oreste Tristani
Keyword(s):
Interest Rates
◽
Term Structure
◽
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
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Inflation risk premia and risk-adjusted expectations of inflation
Economics Letters
◽
10.1016/j.econlet.2018.12.002
◽
2019
◽
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◽
pp. 36-39
Author(s):
Marco Casiraghi
◽
Marcello Miccoli
Keyword(s):
Risk Premia
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Inflation Risk
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Inflation Risk Premia in the Term Structure of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.1013578
◽
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◽
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◽
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Keyword(s):
Interest Rates
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Risk Premia
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Inflation Risk Premia
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An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and Inflation Risk Premia
SSRN Electronic Journal
◽
10.2139/ssrn.1604505
◽
2011
◽
Cited By ~ 2
Author(s):
Martin M. Andreasen
Keyword(s):
Real Term
◽
Risk Premia
◽
Dsge Model
◽
Inflation Risk
◽
Inflation Risk Premia
◽
Nominal Term
◽
Term Premia
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Inflation Risks and Inflation Risk Premia
SSRN Electronic Journal
◽
10.2139/ssrn.1569383
◽
2010
◽
Author(s):
Juan Angel Garcia
◽
Thomas Werner
Keyword(s):
Risk Premia
◽
Inflation Risk
◽
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Estimating Inflation Risk Premia Using Inflation-Linked Bonds: A Review
Contemporary Topics in Finance
◽
10.1002/9781119565178.ch5
◽
2019
◽
pp. 117-149
Author(s):
Alexander Kupfer
Keyword(s):
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
Download Full-text
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