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

Christian Mose Nielsen

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

Christian Mose Nielsen

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Manchester School
Vol/bind	74
Sider (fra-til)	93-115
ISSN	1463-6786
Status	Udgivet - 2006

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Citationsformater

@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

SN - 1463-6786

VL - 74

SP - 93

EP - 115

JO - Manchester School

JF - Manchester School

ER -