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Inflation‐indexed Securities
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Inflation‐indexed Securities (2004)Inflation‐indexed SecuritiesESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW (2018)ESTIMATING INFLATION RISK PRE…Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative? (2017)Inflation Forecasts: Are Mark…Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area (2008)Macroeconomic Surprises and t…A Market Model for Inflation (2004)A Market Model for InflationMonetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Inflation News and Euro Area Inflation Expectations (2018)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Inflation expectations in euro area Phillips curves (2020)Do Inflation Expectations Improve Model-Based Inflation Forecasts? (2021)The Swaps Strike Back: Evaluating Expectations of One-Year Inflation (2023)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Parsimonious Modeling of Yield Curves (1987)Discretionary fiscal policy, fiscal credibility and inflation risk premium (2021)Analyzing the impact of remittance, FDI and inflation rate on GDP: A comparative study of Bangladesh, Pakistan and Sri-Lanka using VAR and BEKK-GARCH approach (2024)The Pricing of Options and Corporate Liabilities (1973)Pricing Interest-Rate-Derivative Securities (1990)The Market Model of Interest Rate Dynamics (1997)
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  • 2004A Market Model for Inflation26 cited
  • 2017Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?24 cited
  • 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited
  • 2008Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area14 cited

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