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  • Search: subject:"implied forward rates"
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Year of publication
Subject
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Implied forward rates 1 Inflation expectations 1 Monetary policy transmission mechanism 1 South Africa 1 Term structure of interest rates 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Reid, Monique 1
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Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
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Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
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RePEc 1
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Isolating a measure of inflation expectations for the South African financial market using forward interest rates
Reid, Monique - Department of Economics, Fakulteit Ekonomiese en … - 2009
The inflation expectations channel of the transmission mechanism is generally recognised as crucial for the implementation of modern monetary policy. This paper briefly reviews the practices commonly employed for measuring inflation expectations in South Africa and offers an additional method,...
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