Balfoussia, Hiona and Wickens, Mike <br/><br/>
Extracting inflation expectations from the term structure the fisher equation in a multivariate SDF framework 
 J5277  2006 

 -  2006 
 - 261-277  V.  11  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Inflation;Fisher equation;Term structure;Stochastic discount factor;Term premium;GARCH;Macroeconomic risk;Consumption CAPM;