A new normal for interest rates? : evidence from inflation-indexed debt
Year of publication: |
2019
|
---|---|
Authors: | Christensen, Jens H. E. ; Rudebusch, Glenn D. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 101.2019, 5, p. 933-949
|
Subject: | Zinsstruktur | Yield curve | Indexanleihe | Index-linked bond | Risikoprämie | Risk premium | USA | United States | 1998-2016 |
-
A new normal for interest Rates? : evidence from inflation-indexed debt
Christensen, Jens H. E., (2017)
-
Inflation risk in the US yield curve : the usefulness of indexed bonds
Gong, Frank Fangxiong, (1996)
-
Andreasen, Martin Møller, (2017)
- More ...
-
Extracting deflation probability forecasts from Treasury yields
Christensen, Jens H. E., (2011)
-
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields
CHRISTENSEN, JENS H. E., (2010)
-
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Christensen, Jens H. E., (2009)
- More ...