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On the reliability of Japanese inflation expectations using purchasing power parity
6 references·1 citing·31 second hop
On the reliability of Japanese inflation expectations using purchasing power parity (2014)On the reliability of Japanese inflation …Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs (2010)Central Bank Dollar Swap Line…From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers (2009)From Turmoil to Crisis: Dislo…Inflation‐indexed Securities (2004)Inflation‐indexed SecuritiesInflation-indexed securities (1998)Inflation-indexed securitiesThe Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The pricing of commodity contracts (1976)The pricing of commodity cont…Computing Long-Term Market Inflation Expectations for Countries Without Inflation Expectation Markets (2018)Computing Long-Term Market In…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)Expectations and Exchange Rate Dynamics (1976)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)The Combination of Forecasts (1969)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A Black Swan in the Money MarketGlobal Banks and International Shock Transmission: Evidence from the Crisis (2010)The great retrenchment: international capital flows during the global financial crisis (2011)Banking Globalization and Monetary Transmission (2012)Deviations from Covered Interest Rate Parity (2016)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Monetary Policy Strategy: Lessons from the Crisis (2011)Securitized banking and the run on repo (2011)Countercyclical currency risk premia (2013)A Market Model for Inflation (2004)Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve (2011)Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative? (2017)Estimating Inflation Expectations using French Government Inflation-Indexed Bonds (2001)Conditional funding costs of inflation-indexed and conventional government bonds (2003)Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area (2008)
this work references cited by second hop

References

  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 2009From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers226 cited
  • 2010Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs176 cited
  • 2004Inflation‐indexed Securities85 cited
  • 1998Inflation-indexed securities32 cited

Cited by

  • 2018Computing Long-Term Market Inflation Expectations for Countries Without Inflation Expectation Markets8 cited

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