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Inflation risk premia and the expectations hypothesis

2005/01/19 by Andrea Buraschi, Alexei Jiltsov · 1 citation
Economics, Econometrics and Finance · #Affine term structure model #Basis point #Business cycle #Econometrics #Economic theories and models #Economics #Financial economics #Inflation (cosmology) #Interest rate #Macroeconomics #Monetary Policy and Economic Impact #Monetary economics #Monetary policy #Real interest rate #Risk premium #Stochastic processes and financial applications #Yield curve

paper · doi:10.1016/j.jfineco.2004.07.003

openalex publication_date 2005/01/19 · crossref created 2005/01/19 · crossref issued 2005/02/01 · crossref published 2005/02/01 · crossref published-print 2005/02/01 · crossref deposited 2021/07/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/06/22 · crossref indexed 2026/07/16

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