Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework
| Year of publication: |
2006
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|---|---|
| Authors: | Balfoussia, Hiona ; Wickens, Mike |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 11.2006, 3, p. 261-278
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