Inflation risk premia and risk-adjusted expectations of inflation

DOI10.1016/J.ECONLET.2018.12.002zbMath1406.91436OpenAlexW2902064318WikidataQ128813870 ScholiaQ128813870MaRDI QIDQ1714077

Marcello Miccoli, Marco Casiraghi

Publication date: 31 January 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.12.002

zbMATH Keywords

inflation expectationsinflation risk premiainflation swaps

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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