Inflation expectations from index-linked bonds : correcting for liquidity and inflation risk premia
Year of publication: |
2011
|
---|---|
Authors: | Kajuth, Florian ; Watzka, Sebastian |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 51.2011, 3, p. 225-235
|
Subject: | Inflationserwartung | Inflation expectations | Öffentliche Anleihe | Public bond | Indexbindung | Indexation | Liquiditätspräferenz | Liquidity preference | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States | 1997-2009 |
-
Inflation expectations from index-linked bonds : correcting for liquidity and inflation risk premia
Kajuth, Florian, (2008)
-
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos, (2014)
-
The role of inflation-linked debt in US government finances
Rauh, Joshua, (2023)
- More ...
-
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia
Kajuth, Florian, (2008)
-
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia
Kajuth, Florian, (2011)
-
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia
Kajuth, Florian, (2008)
- More ...