Inflation-Indexed Bonds and the Expectations Hypothesis
收藏NBER2011-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w16903
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资源简介：
This paper empirically analyzes the Expectations Hypothesis (EH) in inflation-indexed (or real) bonds and in nominal bonds in the US and in the UK. We strongly reject the EH in inflation-indexed bonds, and also confirm and update the existing evidence rejecting the EH in nominal bonds. This
提供机构：
美国国家经济研究局
创建时间：
2011-03-01
