Inflation Risk Premia, Yield Volatility and Macro Factors

SSRN Electronic Journal ◽

10.2139/ssrn.3106878 ◽

2018 ◽

Author(s):

Andrea Berardi ◽

Alberto Plazzi

Keyword(s):

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia

10.2469/dig.v42.n2.4 ◽

2012 ◽

Vol 42 (2) ◽

pp. 31-33

Author(s):

Georgeann Portokalis

Keyword(s):

Risk Premia ◽

Inflation Expectations ◽

Inflation Risk ◽

Inflation Risk Premia

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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 ◽

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 ◽

Vol 175 ◽

pp. 36-39

Author(s):

Marco Casiraghi ◽

Marcello Miccoli

Keyword(s):

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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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 ◽

Author(s):

Martin D. D. Evans

Keyword(s):

Risk Premia ◽

Inflation Risk ◽

Expected Inflation ◽

Inflation Risk Premia

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Inflation Risk Premia in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1013578 ◽

2007 ◽

Author(s):

Peter Hördahl ◽

Oreste Tristani

Keyword(s):

Interest Rates ◽

Term Structure ◽

Risk Premia ◽

Inflation Risk ◽

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 ◽

Author(s):

Martin M. Andreasen

Keyword(s):

Real Term ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia ◽

Nominal Term ◽

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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 ◽

Inflation Risk Premia

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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

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Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2011.03.004 ◽

2011 ◽

Vol 51 (3) ◽

pp. 225-235 ◽

Author(s):

Florian Kajuth ◽

Sebastian Watzka

Keyword(s):

Risk Premia ◽

Inflation Expectations ◽

Inflation Risk ◽

Inflation Risk Premia

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