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Inflation Risk Premium: Evidence from the Tips Market · Study

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PreprintInflation Risk Premium: Evidence from the Tips Market

Olesya V. Grishchenko2009

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Preprintgreen2009

Inflation Risk Premium: Evidence from the Tips Market

Olesya V. Grishchenko · Jing-Zhi Jay Huang

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

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2007Do macro variables, asset markets, or surveys forecast inflation better?1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables 1975The Demand for Index Bonds 1998Real Rates, Expected Inflation, and Inflation Risk Premia 2005Inflation risk premia and the expectations hypothesis 2003Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 2010Expectations, Bond Yields, and Monetary Policy

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Inflation Risk Premium: Evidence from the Tips Marketpreprint · 14 shared references 2012The Inflation Risk Premium: Evidence from the TIPS Marketpreprint · 13 shared references 2012Inflation Risk Premium: Evidence from the TIPS Marketarticle · 9 shared references 2013The Inflation Risk Premium: Evidence from the TIPS Marketarticle · 8 shared references 2011Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swapspreprint · 7 shared references 2008Estimating Real and Nominal Term Structures using Treasury Yields Inflation Inflation Forecasts and Inflation Swap Ratesreport · 7 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations16

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.1364254

openalex_workW4292091882

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