Inflation Risk Premia in the US and the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1715397 ◽

2010 ◽

Author(s):

Peter Hoerdahl ◽

Oreste Tristani

Keyword(s):

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

The Us ◽

Inflation Risk Premia

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Inflation Risk Premia in the US and the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1716886 ◽

2010 ◽

Cited By ~ 17

Author(s):

Peter Hördahl ◽

Oreste Tristani

Keyword(s):

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

The Us ◽

Inflation Risk Premia

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Short and Long Horizon Term and Inflation Risk Premia in the US Term Structure: Evidence from an Integrated Model for Nominal and Real Bond Prices Under Regime Shifts

SSRN Electronic Journal ◽

10.2139/ssrn.199448 ◽

2000 ◽

Cited By ~ 12

Author(s):

Pietro Veronesi ◽

Francis Bechara Yared

Keyword(s):

Term Structure ◽

Risk Premia ◽

Integrated Model ◽

Regime Shifts ◽

Bond Prices ◽

Inflation Risk ◽

The Us ◽

Inflation Risk Premia

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Inflation compensation and inflation risk premia in the euro area term structure of interest rates

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.015 ◽

2014 ◽

pp. 361-389

Author(s):

Juan Angel García ◽

Thomas Werner

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia

CFA Digest ◽

10.2469/dig.v42.n2.4 ◽

2012 ◽

Vol 42 (2) ◽

pp. 31-33

Author(s):

Georgeann Portokalis

Keyword(s):

Risk Premia ◽

Inflation Expectations ◽

Inflation Risk ◽

Inflation Risk Premia

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INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES

Journal of the European Economic Association ◽

10.1111/j.1542-4774.2012.01067.x ◽

2012 ◽

Vol 10 (3) ◽

pp. 634-657 ◽

Cited By ~ 35

Author(s):

Peter Hördahl ◽

Oreste Tristani

Keyword(s):

Interest Rates ◽

Term Structure ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Inflation risk premia and risk-adjusted expectations of inflation

Economics Letters ◽

10.1016/j.econlet.2018.12.002 ◽

2019 ◽

Vol 175 ◽

pp. 36-39

Author(s):

Marco Casiraghi ◽

Marcello Miccoli

Keyword(s):

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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Real Rates, Expected Inflation, and Inflation Risk Premia

The Journal of Finance ◽

10.1111/0022-1082.75591 ◽

1998 ◽

Vol 53 (1) ◽

pp. 187-218 ◽

Cited By ~ 157

Author(s):

Martin D. D. Evans

Keyword(s):

Risk Premia ◽

Inflation Risk ◽

Expected Inflation ◽

Inflation Risk Premia

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Inflation Risk Premia in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1013578 ◽

2007 ◽

Cited By ~ 25

Author(s):

Peter Hördahl ◽

Oreste Tristani

Keyword(s):

Interest Rates ◽

Term Structure ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and Inflation Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1604505 ◽

2011 ◽

Cited By ~ 2

Author(s):

Martin M. Andreasen

Keyword(s):

Real Term ◽

Risk Premia ◽

Dsge Model ◽

Inflation Risk ◽

Inflation Risk Premia ◽

Nominal Term ◽

Term Premia

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