Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia

Preprint

1 January 2001

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.265588

Abstract

This research makes joint use of the prices of nominal and inflation indexed bonds to estimate and study inflation risk premium and inflation expectations. F

Keywords

INFLATION
EXPECTED INFLATION
INFLATION RISK PREMIUM
INFLATION INDEXED BOND
AFFINE MODELS

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