Inflation risk premia and the expectations hypothesis

Journal of Financial Economics

Volumn 75, Issue 2, 2005, Pages 429-490

  Buraschi, Andrea ^a,b   Jiltsov, Alexei ^c  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b CEPR   (United Kingdom)

^c LEHMAN BROTHERS   (United States)

Author keywords

Bond prices; Expectations hypothesis; Inflation; Risk premium; Term structure

Indexed keywords

EID: 12144268313     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.07.003     Document Type: Article

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