We thank participants at the FRB/JMCB conference for helpful comments, especially our discussant Stanley Zin, as well as the editors and referees. The views in this paper are solely the responsibility of the authors and should not be interpreted as reflecting the views of the Federal Reserve Bank of San Francisco or the Board of Governors of the Federal Reserve System.
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields
Article first published online: 18 AUG 2010
© 2010 The Ohio State University No claim to original US government works
Journal of Money, Credit and Banking
Volume 42, Issue Supplement s1, pages 143–178, September 2010
How to Cite
CHRISTENSEN, J. H. E., LOPEZ, J. A. and RUDEBUSCH, G. D. (2010), Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields. Journal of Money, Credit and Banking, 42: 143–178. doi: 10.1111/j.1538-4616.2010.00332.x
- Issue published online: 18 AUG 2010
- Article first published online: 18 AUG 2010
- Received August 7, 2009; and accepted in revised form April 22, 2010.
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