Hördahl, Peter (contributor); Tristani, Oreste (contributor) - 2007
appear to have mostly reflected such variations in inflation risk premia, while long-term inflation expectations have … premia,
while long-term in�ation expectations have remained remarkably anchored from 1999
to date.
Keywords: Term structure … inflation expectations over horizons far into the future. In other words,
any current inflationary shocks should be viewed as …