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• W3125868471 abstract "Theory and empirical evidence suggest that the term structure of interest rates reflects risk premiums as well as market expectations about future inflation and real interest rates. We propose an approach to extracting such premiums and expectations by exploiting both the comovements among interest rates across the yield curve and between two countries, Canada and […]" @default.
• W3125868471 created "2021-02-01" @default.
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• W3125868471 date "1999-01-01" @default.
• W3125868471 modified "2023-09-27" @default.
• W3125868471 title "Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets" @default.
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