Real Rates, Expected Inflation, and Inflation Risk Premia

Abstract
This paper studies the term structure of real rates, expected inflation and inflation risk premia.
Volume
53:1
Page
187-218
Year
1998
Categories
Actuarial Applications and Methodologies
Valuation
Discount Rates
Financial and Statistical Methods
Asset and Econometric Modeling
Inflation
Financial and Statistical Methods
Asset and Econometric Modeling
Yield Curves
Publications
Journal of Finance
Authors
Martin Evans