Extracting inflation expectations from the term structure : the fisher equation in a multivariate SDF framework
Hiona Balfoussia and Mike Wickens
| Year of publication: |
2006
|
|---|---|
| Authors: | Balfoussia, Hiona ; Wickens, Michael R. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 11.2006, 3, p. 261-277
|
| Subject: | Inflationserwartung | Inflation expectations | Zinsstruktur | Yield curve | Fisher-Effekt | Fisher effect | ARCH-Modell | ARCH model | Risikoprämie | Risk premium |
| 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/10003369868