Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves

By Michael A. S. Joyce, Peter M. Lildholdt, Steffen Sørensen. 2010

137 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/94f7ae4fba234cb665f9918f2ce86c981f3a7345

Citations in the corpus

• Measuring the ''World'' Real Interest Rate (2014, unknown): “Gürkaynak et al. (2012) provide a theoretical overview of the macroeconomic information contained in the term structure of interest rates, and Joyce et al. (2010) and Gürkaynak et al. (2010) apply some of this theory to study real interest rates in the UK and the US, respectively.”