The information content of the term structure of interest rates about future inflation: an illustration of the importence of accounting for a time-varying real interest rate and inflation risk premium

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

    1 Citation (Scopus)
    OriginalsprogEngelsk
    TidsskriftManchester School
    Vol/bind74
    Sider (fra-til)93-115
    ISSN1463-6786
    StatusUdgivet - 2006

    Citer dette

    @article{ffb948009f5911db8ed6000ea68e967b,
    title = "The information content of the term structure of interest rates about future inflation: an illustration of the importence of accounting for a time-varying real interest rate and inflation risk premium",
    author = "Nielsen, {Christian Mose}",
    year = "2006",
    language = "English",
    volume = "74",
    pages = "93--115",
    journal = "Manchester School",
    issn = "1463-6786",
    publisher = "Wiley",

    }

    TY - JOUR

    T1 - The information content of the term structure of interest rates about future inflation

    T2 - an illustration of the importence of accounting for a time-varying real interest rate and inflation risk premium

    AU - Nielsen, Christian Mose

    PY - 2006

    Y1 - 2006

    M3 - Journal article

    VL - 74

    SP - 93

    EP - 115

    JO - Manchester School

    JF - Manchester School

    SN - 1463-6786

    ER -