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The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2011-58.

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Cited: 8

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Cites: 47

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Citations received by this document

  1. Decomposing real and nominal yield curves. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael .
    In: Staff Reports.
    RePEc:fip:fednsr:570.

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  2. Real Term Structure and Inflation Compensation in the Euro Area. (2014). Pericoli, Marcello.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:1:a:1.

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  3. The economics of options-implied inflation probability density functions. (2013). Wright, Jonathan H. ; Kitsul, Yuriy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:3:p:696-711.

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  4. The Economics of Options-Implied Inflation Probability Density Functions. (2012). Wright, Jonathan ; Kitsul, Yuriy.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:174.

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  5. The Economics of Options-Implied Inflation Probability Density Functions. (2012). Wright, Jonathan ; Kitsul, Yuriy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18195.

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  6. The Economics of Options-Implied Inflation Probability Density Functions. (2012). Wright, Jonathan H. ; Kitsul, Yuriy.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:600.

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  7. Extracting Deflation Probability Forecasts from Treasury Yields. (2012). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:4:a:2.

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  8. Extracting deflation probability forecasts from Treasury yields. (2011). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; GlennD. Rudebusch, ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-10.

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Cocites

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  2. Bond Risk Premia and Gaussian Term Structure Models. (2014). Fontaine, Jean-Sebastien ; Feunou, Bruno.
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  3. The Euro-dividend: public debt and interest rates in the Monetary Union. (2010). Salotti, Simone ; Marattin, Luigi.
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  4. Challenges in macro-finance modeling. (2008). Kim, Don.
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  5. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
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  6. Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters. (2007). van der Wel, Michel ; Koopman, Siem Jan ; Max I. P. Mallee, .
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  12. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach. (2007). Yue, Vivian ; Diebold, Francis ; Li, Canlin.
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