Deriving inflation forecasts from government bond prices
In financial research and practice, it is widely accepted that nominal interest rates derived from the prices of various financial products of different maturities comprise of corresponding real interest rates and inflation. While extensive research has been conducted on the relationship between the...
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| Format: | Article |
| Language: | English |
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Association of Serbian Banks
2014-01-01
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| Series: | Bankarstvo |
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| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2014/1451-43541406044K.pdf |