Results 211 to 220 of about 9,574 (235)

TIPS, Break-Even Inflation, and Inflation Forecasts

The Journal of Fixed Income, 2004
This study investigates the efficiency of the U.S. market for inflation-indexed government bonds using a signal based on inflation forecasts and evaluating the effectiveness of several trading strategies to provide abnormal returns. The market for U.S.
Lehnert, T, Bardong, F
openaire   +2 more sources

Some of the next articles are maybe not open access.

Related searches:

New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation

Quarterly Review of Economics and Finance, 2013
Abstract This paper decomposes the break-even inflation rates derived from inflation-indexed bonds into inflation risk premia, liquidity risk premia, and inflation expectations. I estimate a common factor model with autoregressive conditionally heteroscedastic (ARCH) errors that extracts co-movements from twenty-two monthly and quarterly indicators ...
Zheng Zeng
exaly   +2 more sources

What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area? [PDF]

, 2013
We assess whether euro area inflation expectations, as measured by break-even inflation rates (BEIRs), have remained anchored during the financial crisis. Since autumn 2008, the volatility of BEIRs has increased considerably. We treat observed BEIRs as a sum of `genuine BEIRs' and additional `noise' components, the latter picking up influences related ...
Lemke, Wolfgang, Strohsal, Till
openaire   +3 more sources

Break-even Analysis Under Inflation [PDF]

, 1982
Shashua, Leon, Goldschmidt, Yaaquov, Shashua, Leon, Goldschmidt, Yaaquov   +3 more
openaire   +2 more sources

Chapter 2 The CPI Linkage, the Concept of Break-even Inflation and the Deflation Floor

2023
exaly   +2 more sources

Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate

2004
According to the Fisher hypothesis, the gap between Canadian nominal and Real Return Bond yields (or break-even inflation rate) should be a good measure of inflation expectations. The authors find that this measure was higher, on average, and more variable than survey measures of inflation expectations between 1992 and 2003.
Christensen, Ian, Reid, Christopher, Dion, Frédéric   +2 more
openaire   +1 more source

(The Effect of Oil Prices on Break-Even Inflation Rates of the United States)

SSRN Electronic Journal, 2017
Jinyong Kim, Junecheol Kim, Hyung Joon Lim   +2 more
openaire   +1 more source

Break-even inflation rates: the Italian case

Studies in Economics and Finance, 2022
exaly  

Investigation of the Impact of Structural Break on the Relationship between Inflation and Inflation Uncertainty in the Turkish Economy

The Journal of Money and Economy, 2022
Elaheh Rahmani
exaly