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

页码：1514 / 1534

页数：21

共 50 条

[21] Nominal term structure and term premia: evidence from Chile
Ceballos, Luis
Naudon, Alberto
Romero, Damian
APPLIED ECONOMICS, 2016, 48 (29) : 2721 - 2735
[22] The Relationship between Inflation and Inflation Uncertainty. Empirical Evidence for the Newest EU Countries
Viorica, Daniela
Jemna, Danut
Pintilescu, Carmen
Asandului, Mircea
PLOS ONE, 2014, 9 (03):
[23] On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies
Conrad, Christian
Hartmann, Matthias
EUROPEAN JOURNAL OF POLITICAL ECONOMY, 2019, 56 : 233 - 250
[24] The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India
Balaji B.
Durai S.R.S.
Ramachandran M.
Journal of Quantitative Economics, 2016, 14 (1) : 1 - 14
[25] INTERNATIONAL SYNCHRONIZATION AND CHANGES IN LONG-TERM INFLATION UNCERTAINTY
Henzel, Steffen R.
Wieland, Elisabeth
MACROECONOMIC DYNAMICS, 2017, 21 (04) : 918 - 946
[26] Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries
Goulas, Eleftherios
Zervoyianni, Athina
QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2013, 53 (04): : 380 - 392
[27] Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico
Beauregard, Remy
Christensen, Jens H. E.
Fischer, Eric
Zhu, Simon
JOURNAL OF INTERNATIONAL ECONOMICS, 2024, 151
[28] INFLATION UNCERTAINTY AND THE PHILLIPS-CURVE - SOME EMPIRICAL-EVIDENCE
LEVI, MD
MAKIN, JH
AMERICAN ECONOMIC REVIEW, 1980, 70 (05): : 1022 - 1027
[29] Inflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand
Payne, James E.
APPLIED ECONOMICS LETTERS, 2009, 16 (03) : 233 - 238
[30] Is there momentum in factor premia? Evidence from international equity markets
Zaremba, Adam
Shemer, Jacob
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2018, 46 : 120 - 130

← 1 2 3 4 5 →