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Sunspots and inflation-indexed bonds

Kang, Minwook - 2014

Persistent link: https://www.econbiz.de/10010370350

Disagreement about inflation and the yield curve

Ehling, Paul; Gallmeyer, Michael F.; Heyerdahl-Larsen, … - 2015

Persistent link: https://www.econbiz.de/10011795825

Real rate swaption and zero coupon inflation index swaption

Kamtchueng, Christian - In: International journal of bonds and derivatives 3 (2017) 1, pp. 21-43

Persistent link: https://www.econbiz.de/10011807756

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944

Persistent link: https://www.econbiz.de/10014306673

Inflation risk premia, yield volatility and macro factors

Berardi, Andrea; Plazzi, Alberto - 2018

and implied volatility of T-bonds and survey forecasts of GDP growth and inflation. We find relatively stable inflation …

Persistent link: https://www.econbiz.de/10011877284

Inflation risk premia, yield volatility, and macro factors

Berardi, Andrea; Plazzi, Alberto - In: Journal of financial econometrics 17 (2019) 3, pp. 397-431

Persistent link: https://www.econbiz.de/10012054457

Long-term foreign exchange risk premia and inflation risk

Daehwan, Kim; Moneta, Fabio - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013253471

The term structure of systematic and idiosyncratic risk

Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017

We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the expectations hypothesis, we find that, for the entire market, the slope of the term structure of variance is mainly informative about the path of future variance. Thus, there is little...

Persistent link: https://www.econbiz.de/10011751173

How to measure inflation volatility : a note

Garcia-Hiernaux, Alfredo; González-Pérez, María T.; … - 2023

Persistent link: https://www.econbiz.de/10014365407

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020

Persistent link: https://www.econbiz.de/10012312754