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Inflation-indexed securities
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Inflation-indexed securities (1998)Inflation-indexed securitiesOn the reliability of Japanese inflation expectations using purchasing power parity (2014)On the reliability of Japanes…Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area (2008)Macroeconomic Surprises and t…Conditional funding costs of inflation-indexed and conventional government bonds (2003)Conditional funding costs of …Estimating Inflation Expectations using French Government Inflation-Indexed Bonds (2001)Estimating Inflation Expectat…The Information in the Longer Maturity Term Structure about Future Inflation (1989)Real Rates, Expected Inflation, and Inflation Risk Premia (1998)New estimates of the UK real and nominal yield curves (2001)Monetary 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)The pricing of commodity contracts (1976)The Purchasing Power Parity Puzzle (1996)From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers (2009)The arbitrage theory of capital asset pricing (1976)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)
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  • 2003Conditional funding costs of inflation-indexed and conventional government bonds17 cited
  • 2008Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area14 cited
  • 2014On the reliability of Japanese inflation expectations using purchasing power parity11 cited
  • 2001Estimating Inflation Expectations using French Government Inflation-Indexed Bonds10 cited

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