Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico

2024/06/06 by Remy Beauregard, Jens H. E. Christensen, Jens H.E. Christensen +2 · 1 voice
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Financial Markets and Investment Strategies #Stochastic processes and financial applications

paper · doi:10.1016/j.jinteco.2024.103961

openalex publication_date 2024/06/06 · crossref created 2024/06/06 · crossref deposited 2024/07/28 · crossref issued 2024/09/01 · crossref published 2024/09/01 · crossref published-print 2024/09/01 · openalex created_date 2025/10/10 · crossref indexed 2026/04/23 · openalex updated_date 2026/07/23

Citations

• Parsimonious Modeling of Yield Curves
• Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
• Measuring the natural rate of interest: International trends and determinants

Discussions

• Recently at JIE: "Inflation expectations and risk premia in emerging bondmarkets: Evidence from Mexico" by Remy Beauregard, Jens H.E. Christensen, Eric Fischer, Simon Zhu https://doi.org/10.1016/j.ji [bsky, 1 points, 0 comments]