D'Amico, Stefania; Kim, Don H.; Wei, Min - 2008
-varying inflation risk premium complicates the interpretation of the TIPS breakeven inflation rate (the difference between the nominal … Classification: G12, E31, E43
Keywords: Term structure model; Inflation expectation; Inflation risk
premium; SPF; Treasury Inflation … Meetings, Dallas Fed Conference
on Price Measurement for Monetary Policy, ECB Workshop on Inflation Risk Premium, the 11th …