The inflation risk premium in the post-Lehman period
Year of publication: |
2017
|
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Authors: | Camba-Mendez, Gonzalo ; Werner, Thomas |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | inflation linked swaps | inflation risk premium | inflation expectations |
Series: | ECB Working Paper ; 2033 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-2755-0 |
Other identifiers: | 10.2866/556561 [DOI] 884852199 [GVK] hdl:10419/162684 [Handle] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G17 - Financial Forecasting |
Source: |
-
The inflation risk premium in the post-Lehman period
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