Articles with "implicit inflation" as a keyword



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Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market

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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… read more here.

Keywords: implicit inflation; market; inflation; risk premiums ... See more keywords