Breakeven inflation rates and their puzzling correlation relationships
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DOI: 10.1080/00036846.2012.671924
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Other versions of this item:
- Gilbert Cette & Marielle de Jong, 2013. "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2579-2585, June.
- Cette, G. & De Jong, M., 2012. "Breakeven inflation rates and their puzzling correlation relationships," Working papers 367, Banque de France.
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Cited by:
- Gilbert Cette & Marielle de Jong, 2013.
"Market-implied inflation and growth rates adversely affected by the Brent,"
Journal of Asset Management, Palgrave Macmillan, vol. 14(3), pages 133-139, June.
- Gilbert Cette & Marielle De Jong, 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Post-Print hal-01499631, HAL.
- Cette, G. & de Jong, M., 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Working papers 433, Banque de France.
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More about this item
Keywords
breakeven inflation; Fisher hypothesis; inflation-linked bonds;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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