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The Inflation Risk Premium: Evidence from the TIPS Market · Study

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PreprintThe Inflation Risk Premium: Evidence from the TIPS Market

Olesya V. Grishchenko2012

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Preprintgreen2012

The Inflation Risk Premium: Evidence from the TIPS Market

Olesya V. Grishchenko · Jing-Zhi Jay Huang

21 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Stochastic processes and financial applications

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References

2002Dynamic Conditional Correlation 1987Parsimonious Modeling of Yield Curves 1987The Relation Between Price Changes and Trading Volume: A Survey 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2012What Can Survey Forecasts Tell Us about Information Rigidities?2007Do macro variables, asset markets, or surveys forecast inflation better?1963Inflation and Real Interest 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment

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2013The Inflation Risk Premium: Evidence from the TIPS Marketarticle · 26 shared references 2012Inflation Risk Premium: Evidence from the TIPS Marketarticle · 21 shared references 2015The informational content of the embedded deflation option in TIPSarticle · 17 shared references 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEWarticle · 16 shared references 2009Inflation Risk Premium: Evidence from the Tips Marketpreprint · 13 shared references 2019Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Ratesarticle · 12 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2147016

openalex_workW3124040135

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