Inflation risk premia, yield volatility, and macro factors
Andrea Berardi, Alberto Plazzi
| Year of publication: |
2019
|
|---|---|
| Authors: | Berardi, Andrea ; Plazzi, Alberto |
| Subject: | inflation risk premia | macro factors | term structure | TIPS | yield volatility | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Volatilität | Volatility | Inflation | Rendite | Yield | Inflationserwartung | Inflation expectations | Kapitaleinkommen | Capital income | Schätzung | Estimation | Staatspapier | Government securities |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054457