Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico-Reference-Cited by-同舟云学术

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Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico

Published:2024-09 Issue: Volume:151 Page:103961
ISSN:0022-1996
Container-title:Journal of International Economics
language:en
Short-container-title:Journal of International Economics

Author:

Beauregard Remy^ORCID,Christensen Jens H.E.,Fischer Eric,Zhu Simon

Publisher

Elsevier BV

Reference45 articles.

1. Decomposing real and nominal yield curves;Abrahams;J. Monetary Econ.,2016

2. Descomposición de la Compensación por Inflación y Inflacionario en México;Aguilar-Argaez,2016

3. The TIPS liquidity premium;Andreasen;Rev. Finance,2021

4. Term structure analysis with big data: One-step estimation using bond prices;Andreasen;J. Econometrics,2019

5. Correcting estimation bias in dynamic term structure models;Bauer;J. Bus. Econom. Statist.,2012

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