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The inflation risk premium in the term structure of interest rates. (2008). Hördahl, Peter ; Hordahl, Peter.
In: BIS Quarterly Review.
RePEc:bis:bisqtr:0809e.

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  1. .

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  2. Assessing financial risk management in local governments: Case of Istanbul Metropolitan Municipality (IMM). (2020). Asan, Yunus Emre ; Aksoy, Tamer.
    In: International Journal of Business Ecosystem & Strategy (2687-2293).
    RePEc:adi:ijbess:v:2:y:2020:i:4:p:10-23.

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  3. The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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  4. Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_392_17.

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  5. Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model. (2015). Apaitan, Tosapol.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:4..

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  6. Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model. (2015). Apaitan, Tosapol.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:4.

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  7. Bond futures, inflation-indexed bonds, and inflation risk premium. (2014). Kanas, Angelos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:82-99.

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  8. Do inflation-linked bonds contain information about future inflation?. (2013). Guillén, Osmani ; Guillén, Osmani ; Guillen, Osmani Teixeira de Carvalho, ; Vicente, Jose Valentim Machado, ; Guillén, Osmani.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:67:y:2013:i:2:a:7365.

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  9. Do inflation-linked bonds contain information about future inflation?. (2013). Guillén, Osmani ; Guillén, Osmani ; Jose Valentim Machado Vicente, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:67:n:2:a:6.

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  10. New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation. (2013). Zeng, Zheng.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:2:p:125-139.

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  11. A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through. (2013). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Metin-Ozcan, Kivilcim .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:122-134.

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  12. Benign neglect of the long-term interest rate. (2013). Turner, Philip.
    In: BIS Working Papers.
    RePEc:bis:biswps:403.

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  13. A Survey on Time Varying Parameter Taylor Rule: A Model Modified with Interest Rate Pass Through. (2012). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Yuksel, Ebru ; Kývýlcým Metin ozcan, .
    In: Working Papers.
    RePEc:bou:wpaper:2012/08.

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  14. Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds. (2011). Wende, Sebastian ; Finlay, Richard.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2011-01.

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  15. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:283.

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  16. Comparing inflation and price-level targeting: A comprehensive review of the literature. (2011). Hatcher, Michael.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2011/22.

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  17. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter .
    In: BIS Working Papers.
    RePEc:bis:biswps:349.

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  18. Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market. (2010). Posedel, Petra ; Benakovi, Dubravka .
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:1012.

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  19. European sovereign bond spreads: monetary unification, market conditions and financial integration.. (2010). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
    RePEc:bog:wpaper:115.

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  20. Do Inflation-linked Bonds Contain Information about Future Inflation?. (2010). Vicente, José Valentim ; Guillén, Osmani ; Guillén, Osmani ; Jose Valentim Machado Vicente, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:214.

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  21. Is there a Case for Price-level Targeting?. (2009). Moccero, Diego ; Cournède, Boris ; Cournede, Boris.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:721-en.

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  22. Frequency-domain analysis of debt service in a macro-finance model for the euro area.. (2009). Renne, Jean-Paul ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:261.

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References

References cited by this document

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  2. Ang, A and M Piazzesi (2003): A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables, Journal of Monetary Economics, vol 50, pp 745-87.

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Cocites

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