Extracting Inflation Expectations from the Term Structure: the Fisher Equation in a Multivariate SDF Framework

Balfoussia, H. and Wickens, M. (2006) Extracting Inflation Expectations from the Term Structure: the Fisher Equation in a Multivariate SDF Framework. Journal of Finance and Economics, 11 (3). pp. 261-277. ISSN 1076-9307

Abstract

Metadata

Authors/Creators:
  • Balfoussia, H. (cb197@york.ac.uk)
  • Wickens, M.
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 22 Apr 2009 09:20
Last Modified: 22 Apr 2009 09:20
Published Version: http://dx.doi.org/10.1002/ijfe.297
Status: Published
Publisher: John Wiley & Sons
Identification Number: 10.1002/ijfe.297

Share / Export

Statistics