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How Important Is the Inflation Risk Premium
2 references·6 citing·32 second hop
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References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1997Inflation Targeting in Canada, New Zealand, Sweden, the United Kingdom, and in General78 cited

Cited by

  • 2008Do Inflation‐Linked Bonds Still Diversify?27 cited
  • 2005Stock Returns and the Macroeconomic Environment Prior to the Asian Crisis in Selected Southeast Asian Countries27 cited
  • 2008Arbitrage Capital and Currency Carry Trade Returns25 cited
  • 2005Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips25 cited
  • 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited
  • 1999What do asset prices tell us about the future10 cited

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