Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market

Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Author: Ricardo Gimeno
Publisher:
Total Pages: 34
Release: 2009
Genre: Inflation (Finance)
ISBN:


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Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Language: en
Pages: 34
Authors: Ricardo Gimeno
Categories: Inflation (Finance)
Type: BOOK - Published: 2009 - Publisher:

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Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Language: en
Pages: 0
Authors: Ricardo Gimeno Nogués
Categories:
Type: BOOK - Published: 2009 - Publisher:

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In this paper we propose an affine model that uses as observed factors the Nelson and Siegel (NS) components summarising the term structure of interest rates. B
Extracting Growth and Inflation Expectations from Financial Market Data
Language: en
Pages: 25
Authors: Lauri Kajanoja
Categories:
Type: BOOK - Published: 2004 - Publisher:

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This study presents a framework for extracting long-run GDP growth and inflation expectations from financial market data on a real-time basis. The framework use
New Techniques to Extract Market Expectations from Financial Instruments
Language: en
Pages: 49
Authors: Paul Söderlind
Categories:
Type: BOOK - Published: 2010 - Publisher:

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This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Tradi
New Techniques to Extract Market Expectations from Financial Instrument
Language: en
Pages: 47
Authors: Lars E. O. Svensson
Categories:
Type: BOOK - Published: 2013 - Publisher:

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This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Tradi