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Published in 2017 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2016.1193730
Abstract: ABSTRACT The breakeven inflation, the differential between nominal and real yields of bonds, is often used as a predictor of future inflation. The model presented here decomposes this interest rate differential into a risk premium…
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Keywords:
implicit inflation;
market;
inflation;
risk premiums ... See more keywords