Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Jens H. E. Christensen; Jose A. Lopez; Glenn D. Rudebusch
| Year of publication: |
2010
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|---|---|
| Authors: | Christensen, Jens H. E. ; López, José A. ; Rudebusch, Glenn D. |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 42.2010, Suppl, p. 143-178
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| Subject: | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Inflation | Dekompositionsverfahren | Decomposition method | Zinsstruktur | Yield curve | USA | United States | 1995-2008 |
| 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/10008757922