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Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
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Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (2011)Inflation Expectations, Real Rates, and R…Deflation Risk (2013)Deflation RiskTheory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Pricing Deflation Risk with US Treasury Yields (2015)Ups and Downs. Central Bank Independence from the Great Inflation to the Great Recession: Theory, Institutions and Empirics (2015)
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