Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
收藏NBER1996-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5821
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资源简介：
This paper estimates expected future real interest rates and inflation rates from observed prices of UK government nominal and index-linked bonds. The estimation method takes account of imperfections in the indexation of UK index-linked bonds. It assumes that expected log returns on all bonds are
提供机构：
美国国家经济研究局
创建时间：
1996-11-01
