Historically, inflation is negatively correlated with stock returns, leading investors to fear inflation. We document …

Die umfangreiche empirische Literatur zur Gültigkeit der Erwartungstheorie der Zinsstruktur in den USA hat einen "U … werden in Kapitel 2 unterschiedliche Theorien der Zinsstruktur dargestellt und die ökonometrisch-methodischen Testansätze der … diskutiert und mittels eines multivariaten ARCH-Ansatzes zeitvariable Risikoprämien in der deutschen Zinsstruktur nachgewiesen …

inflation. Dividend strip returns are predictable, and the predictive power decreases with maturity as a result of predictable …

Sveriges Riksbank's bond purchases raised inflation and short-rate expectations, lowered nominal and real term premia and … inflation risk premia, and increased nominal bond safety premia, suggestive of signaling, portfolio rebalance, and safe asset …

cyclical movements in Treasury bond premia. Downward nominal rigidities create state-dependence in output and inflation … dynamics: a higher level of inflation makes prices more flexible, leading output and inflation to be more volatile, and bonds … to become more risky. The model matches well the relation between the level of inflation and a number of salient macro …