Inflation expectations, real rates, and risk premia: Evidence from inflation swaps

Keyphrases

• Risk Premia 100%
• Real Risk 100%
• Real Rates 100%
• Inflation Swaps 100%
• Inflation Expectations 100%
• Bond Yields 50%
• Recent Financial Crisis 50%
• Economic Forces 50%
• Expected Inflation 50%
• Volatility Factor 50%
• Swap Rate 50%
• Treasury Inflation Protected Securities 50%
• Inflation Forecasting 50%
• Inflation Risk Premia 50%
• Time-varying Volatility 50%
• Treasury Yields 50%

Economics, Econometrics and Finance

• Inflation 100%
• Inflation Expectations 100%
• Volatility 40%
• Financial Crisis 20%
• Yield Curve 20%