Extracting inflation expectations and inflation risk premia from the term structure : a joint model of the UK nominal and real yield curves
Michael A. S. Joyce; Peter Lildholdt; Steffen Sorensen
| Year of publication: |
2009
|
|---|---|
| Authors: | Joyce, Michael A. S. ; Lildholdt, Peter ; Sorensen, Steffen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 2, p. 281-294
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Inflationssteuerung | Inflation targeting | Großbritannien | United Kingdom | 1992-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003935595