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Inflation-Linked versus Nominal Bond Yields: On Liquidity and Inflation Risk Premiums Around the World

https://doi.org/10.2139/ssrn.3402785
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39/39 checkable references clean · checked 2026-08-21

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 39 checked references that resolve
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Pricing the term structure with linear regressions
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Do macro variables, asset markets, or surveys forecast inflation better?
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The Term Structure of Real Rates and Expected Inflation
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Term Structures of Inflation Expectations and Real Interest Rates
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Testing For and Dating Common Breaks in Multivariate Time Series
resolves10.1016/j.jfineco.2021.03.011
Macro risks and the term structure of interest rates
resolves10.1111/j.1468-0327.2010.00253.x
Inflation risk and the inflation risk premium
resolves10.2139/ssrn.3406156
Dissecting the Yield Curve: The International Evidence
resolves10.1353/eca.0.0045
Understanding Inflation-Indexed Bond Markets
resolves10.1561/104.00000043
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
resolves10.1111/0022-1082.75591
Real Rates, Expected Inflation, and Inflation Risk Premia
resolves10.1111/1468-0297.00130
Real risk, inflation risk, and the term structure
resolves10.2139/ssrn.2180251
The Inflation-Indexed Bond Puzzle
resolves10.1111/jofi.12032
The TIPS‐Treasury Bond Puzzle
resolves10.1007/s11079-014-9312-1
Reconsidering the International Comovement of Inflation
resolves10.1023/b:eufi.0000035191.62455.32
Measuring Systematic Risk in EMU Government Yield Spreads
resolves10.3905/jfi.2013.22.4.005
The Inflation Risk Premium: <i>Evidence from the TIPS Market</i>
resolves10.1016/j.jmoneco.2007.06.029
The U.S. Treasury yield curve: 1961 to the present
resolves10.1257/mac.2.1.70
The TIPS Yield Curve and Inflation Compensation
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Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
resolves10.1111/jofi.12083
Noise as Information for Illiquidity
resolves10.1093/rfs/hhq128
A New Perspective on Gaussian Dynamic Term Structure Models
resolves10.1016/j.jfineco.2014.09.004
Why do term structures in different currencies co-move?
resolves10.1016/j.jbankfin.2009.07.018
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves
resolves10.1016/j.jbankfin.2017.09.015
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
resolves10.1017/s0022109011000627
Term Structure Estimation with Survey Data on Interest Rate Forecasts
resolves10.1016/s0304-405x(02)00207-6
The bond/old-bond spread
resolves10.1016/0304-3932(82)90032-0
Interest rates and currency prices in a two-country world
resolves10.1257/aer.100.2.51
The Great Recession: Lessons from Microeconomic Data
resolves10.1111/j.1538-4616.2008.00200.x
The International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data
resolves10.1086/296409
Parsimonious Modeling of Yield Curves
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jmacro.2018.09.003
How global is “global inflation”?
resolves10.2139/ssrn.2012457
Real Term Structure and Inflation Compensation in the Euro Area
resolves10.1002/9781118709207.ch10
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
resolves10.2139/ssrn.265588
Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia
resolves10.2139/ssrn.325321
Treasury Inflation-Indexed Debt: A Review of the U.S. Experience
The 19 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedInflation Risk Premia in the Euro Area and the United States
no DOI — not checkedUncovering the Mayhem in 2008 in the TIPS Market
no DOI — not checkedref32
no DOI — not checkedGlobal Inflation Forecasts
no DOI — not checkedref42
no DOI — not checkedLiquidity Risk Premia and Breakeven Inflation Rates
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedref51
no DOI — not checkedref52
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