Decomposing real and nominal yield curves
Michael Abrahams, Tobias Adrian, Richard K. Crump, Emanuel Moench, Rui Yu
| Year of publication: |
December 2016
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|---|---|
| Authors: | Abrahams, Michael ; Adrian, Tobias ; Crump, Richard K. ; Mönch, Emanuel ; Yu, Rui |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 84.2016, p. 182-200
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| Subject: | TIPS breakevens | Expected inflation | Inflation risk premium | Affine term-structure model | Liquidity risk | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Theorie | Theory | Inflation | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2016.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011709677