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A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates

https://doi.org/10.2139/ssrn.1106133
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10/10 checkable references clean · checked 2026-10-08

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The 10 checked references that resolve
resolves10.1111/0022-4146.00226
On the Evolution of Relative Prices and Its Nature at the Regional Level: The Case of Spain
resolves10.3386/w12930
The Term Structure of Real Rates and Expected Inflation
resolves10.1016/s0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.1016/j.jeconom.2005.01.032
What does the yield curve tell us about GDP growth?
resolves10.3386/w6874
Financial Markets' Assessment of EMU
resolves10.1111/0022-1082.00371
Expectations Hypotheses Tests
resolves10.1086/296409
Parsimonious Modeling of Yield Curves
resolves10.5089/9781451853759.001
Estimating and Interpreting Forward Interest Rates
resolves10.1016/b978-0-444-50897-3.50015-8
Affine Term Structure Models
resolves10.1016/0304-405x(77)90016-2
An equilibrium characterization of the term structure
The 4 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedref10
no DOI — not checkedref13
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