Matches in SemOpenAlex for { <https://semopenalex.org/work/W53367456> ?p ?o ?g. }
- W53367456 abstract "In this paper, the impact of inflation uncertainty on interest rates is investigated for the case of the U.S. three-month Treasury bill rate. We emphasize how consistent OLS estimation can be applied to an empirical equation which includes a proxy variable of inflation uncertainty measured by an ARCH-type model. A significant negative relationship between the two variables is provided. This evidence is contrasted with the view of the inflation risk premium in which inflation uncertainty positively affects the nominal interest rate." @default.
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- W53367456 date "2010-07-07" @default.
- W53367456 modified "2023-09-25" @default.
- W53367456 title "The impact of inflation uncertainty on interest rates" @default.
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