17. Inflation factor and inflation premium

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch17

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

How to Cite

Ilmanen, A. (2011) Inflation factor and inflation premium, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch17

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • inflation risk premium;
  • bond risk premium;
  • stock market valuation;
  • inflation-linked bonds;
  • asset returns

Summary

This chapter contains sections titled:

  • Introduction

  • Inflation process—history, determinants, expectations

  • Inflation sensitivity of major asset classes and the inflation premium

  • Time-varying inflation premium

  • Notes