Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset

被引：185
|
作者：
Wright, Jonathan H. [1 ]
机构：
[1] Johns Hopkins Univ, Dept Econ, Baltimore, MD 21218 USA
来源：
AMERICAN ECONOMIC REVIEW | 2011年 / 101卷 / 04期
关键词：
MARKETS; EXPECTATIONS; DYNAMICS;
D O I：
10.1257/aer.101.4.1514
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
[No abstract available]
引用
收藏
页码：1514 / 1534
页数：21
相关论文
共 50 条
  • [1] Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
    Bauer, Michael D.
    Rudebusch, Glenn D.
    Wu, Jing Cynthia
    AMERICAN ECONOMIC REVIEW, 2014, 104 (01): : 323 - 337
  • [2] Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply
    Wright, Jonathan H.
    AMERICAN ECONOMIC REVIEW, 2014, 104 (01): : 338 - 341
  • [3] Economic Policy Uncertainty and Banks' Interest Income: Empirical Evidence from an International Panel Dataset
    Boungou, Whelsy
    Mawusi, Charles
    ECONOMICS BULLETIN, 2021, 41 (03):
  • [4] Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
    Soederlind, Paul
    INTERNATIONAL JOURNAL OF CENTRAL BANKING, 2011, 7 (02): : 113 - 133
  • [5] Pricing the term structure of inflation risk premia: Theory and evidence from TIPS
    Chen, Ren-Raw
    Liu, Bo
    Cheng, Xiaolin
    JOURNAL OF EMPIRICAL FINANCE, 2010, 17 (04) : 702 - 721
  • [6] The link between inflation and inflation uncertainty: the empirical evidence from the Vietnamese economy
    Nguyen van Phuong
    PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON ASIAN STUDIES 2015, 2015, : 19 - 19
  • [7] Disentangling the sources of inflation synchronization. Evidence from a large panel dataset
    Szafranek, Karol
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 76 : 229 - 245
  • [8] Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
    Haubrich, Joseph
    Pennacchi, George
    Ritchken, Peter
    REVIEW OF FINANCIAL STUDIES, 2012, 25 (05): : 1588 - 1629
  • [9] Openness and inflation: New empirical panel data evidence
    Samimi, Ahmad Jafari
    Ghaderi, Saman
    Hosseinzadeh, Ramezan
    Nademi, Younes
    ECONOMICS LETTERS, 2012, 117 (03) : 573 - 577
  • [10] Access to justice and economic development: Evidence from an international panel dataset
    Deseau, Arnaud
    Levai, Adam
    Schmiegelow, Michele
    EUROPEAN ECONOMIC REVIEW, 2025, 172
12345