Disagreement about inflation and the yield curve
Paul Ehling, Michael Gallmeyer, Christian Heyerdahl-Larsen, Philipp Illeditsch
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Ehling, Paul ; Gallmeyer, Michael F. ; Heyerdahl-Larsen, Christian ; Illeditsch, Philipp |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 3, p. 459-484
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| Subject: | Inflation disagreement | Real and nominal yields | Yield volatilities | Cross-sectional consumption growth volatility | Speculative trade | Volatilität | Volatility | Inflation | Zinsstruktur | Yield curve | Theorie | Theory | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations | Konjunktur | Business cycle | Schätzung | Estimation | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011968936