Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Inflation risk premium"'
Autor:
Fanari, Marco, Di Iorio, Alberto
Publikováno v:
Studies in Economics and Finance, 2022, Vol. 39, Issue 4, pp. 697-721.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-03-2021-0094
Akademický článek
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Autor:
Vicente, José, Kubudi, Daniela
Publikováno v:
Journal of Economic Studies, 2018, Vol. 45, Issue 2, pp. 307-325.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-03-2017-0066
Publikováno v:
Journal of Financial Economics, 136(2), 444-470. Elsevier Science
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Journal of Financial Economics, 136(2), 444-470. Elsevier
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Journal of Financial Economics, 136(2), 444-470. Elsevier
We show that inflation risk is priced in stock returns and that inflation risk premia in the cross-section and the aggregate market vary over time, even changing sign as in the early 2000s. This time variation is due to both price and quantities of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82763a63ce5d04fe8cea5aa585c9b664
https://research.tilburguniversity.edu/en/publications/a7330ece-bc17-4316-9296-467c26fbc0c6
https://research.tilburguniversity.edu/en/publications/a7330ece-bc17-4316-9296-467c26fbc0c6
Akademický článek
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Akademický článek
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Although inflation-linked bonds have many advantages, nominal bonds are the most important instrument to finance public debts throughout the world. One explanation that the literature has offered is that nominal bonds make countercyclical monetary po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dris___00893::66d36edd6583c0707ff8024990c2fbc0
Although inflation-linked bonds have many advantages, nominal bonds arethe most important instrument to finance public debts throughout the world.One explanation that the literature has offered is that nominal bonds makecountercyclical monetary polic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dris___01181::c5d5afc8ac123aded80d44f0e575fa62
https://research.tilburguniversity.edu/en/publications/ee384b1f-4e6f-4f30-821e-df7441ded4cf
https://research.tilburguniversity.edu/en/publications/ee384b1f-4e6f-4f30-821e-df7441ded4cf
Autor:
Grothge, André Lamardo
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
Nesse trabalho são realizadas estimativas do Prêmio de Risco de Inflação por três abordagens distintas. Inicialmente, essa variável é estimada com a utilização dos preços embutidos nas estruturas a termo de taxas de juros reais e nominais e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::d48c382dfe5f4d19ed5a3765b0900180
Autor:
Schupp, Fabian
I propose a new term structure model for euro area real and nominal interest rates which explicitly incorporates a time-varying lower bound for nominal interest rates. Results suggest that the lower bound is of importance in structural analyses imply
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2bc755fcf55be739e2a791585615c73b
https://hdl.handle.net/10419/219021
https://hdl.handle.net/10419/219021