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Can TIPS Help Identify Long-Term Inflation Expectations?
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Can TIPS Help Identify Long-Term Inflation Expectations? (2001)Can TIPS Help Identify Long-Term Inflatio…Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices (1997)Inflation, real interest rate…Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate (2021)Real Return Bonds, Inflation …The informational content of the embedded deflation option in TIPS (2015)The informational content of …The Rocky Ride of Break-Even-Inflation Rates (2010)The Rocky Ride of Break-Even-…Longer-Term Perspectives on the Yield Curve and Monetary Policy (2005)Longer-Term Perspectives on t…Expected Inflation and TIPS (2004)Expected Inflation and TIPSReal Rates, Expected Inflation, and Inflation Risk Premia (1998)Inflation Forecast Uncertainty (2003)Breakeven inflation rates and their puzzling correlation relationships (2012)Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)A Scorecard for Indexed Government Debt (1996)An equilibrium characterization of the term structure (1977)Empirical Performance of Alternative Option Pricing Models (1997)The Impact of Uncertainty Shocks (2009)Pricing Deflation Risk with US Treasury Yields (2015)ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW (2018)Official Demand for U.S. Debt: Implications for U.S. Real Rates (2019)Liquidity Risk Premia and Breakeven Inflation Rates (2006)Inflation Risk Premia in the Term Structure of Interest Rates (2007)Optimal portfolio allocation under asset and surplus VaR constraints (2008)Bank Incentives and Optimal CDOS (2010)Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy (2010)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A Theory of the Term Structure of Interest Rates (1985)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)The TIPS‐Treasury Bond Puzzle (2013)Expected Returns in Treasury Bonds (2015)
this work references cited by second hop

References

  • 1997Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices173 cited

Cited by

  • 2015The informational content of the embedded deflation option in TIPS34 cited
  • 2010The Rocky Ride of Break-Even-Inflation Rates33 cited
  • 2021Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate22 cited
  • 2004Expected Inflation and TIPS19 cited
  • 2005Longer-Term Perspectives on the Yield Curve and Monetary Policy15 cited

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