Inflation risk premia in the term structure of interest rates

• • Hördahl, Peter
• • Tristani, Oreste
• • Bank for International Settlements

• 関連文献: 1件

• • Hördahl, Peter
• • Tristani, Oreste
• • Bank for International Settlements

Inflation risk premia in the term structure of interest rates

by Peter Hördahl and Oreste Tristani

(BIS working papers, no. 228)

Bank for International Settlements, c2007

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"Monetary and Economic Department"

"May 2007"

Includes bibliographical references (p. 31-32)

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  BIS working papers

  Bank for International Settlements