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  • Search: subject:"Affine arbitrage-free dynamic term structure model"
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Year of publication
Subject
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Affine arbitrage-free dynamic term structure model 2 Capital income 2 Estimation 2 Inflation 2 Inflation expectations 2 Inflationserwartung 2 Kapitaleinkommen 2 Risiko 2 Risikoprämie 2 Risk 2 Risk premium 2 Schätzung 2 Yield curve 2 Zinsstruktur 2 Breakeven inflation 1 CAPM 1 Derivat 1 Derivative 1 Erwartungsbildung 1 Expectation formation 1 Funding liquidity 1 Großbritannien 1 Liquidity 1 Liquidität 1 Public bond 1 Risk premia 1 Survey expectations 1 Theorie 1 Theory 1 United Kingdom 1 breakeven inflation 1 funding liquidity 1 inflation expectations 1 risk premia 1 survey expectations 1 Öffentliche Anleihe 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Kaminska, Iryna 2 Liu, Zhuoshi 2 Relleen, Jon 2 Vangelista, Elisabetta 2
Published in...
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Journal of banking & finance 1 Staff working papers / Bank of England 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom
Liu, Zhuoshi; Vangelista, Elisabetta; Kaminska, Iryna; … - 2015
Persistent link: https://www.econbiz.de/10011402735
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Cover Image
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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