McCulloch, J. Huston (contributor); … - 2000 - [Elektronische Ressource], rev
The Inflation Premium Implicit in the US Real and Nominal
Term Structures of Interest Rates
J. Huston McCulloch* and …://www.econ.ohio-state.edu/jhm/ts/ts.html .
Abstract
The Inflation Premium implicit in the US Real and Nominal
Term Structures of Interest Rates.
J. Huston McCulloch
Levis … A. Kochin
Monthly term structures are fit to US Treasury inflation-indexed securities using a QN
(Quadratic …