Work

Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

Year: 2011

Type: report

Source: Working paper

DOI: 10.26509/frbc-wp-201107

Authors: Joseph G. Haubrich, George Pennacchi, Peter Ritchken

Institution: Federal Reserve Bank of Cleveland

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4297575763

Cites:

Cited by: 33

Related to: 10