TY  - BOOK
AU  - Balfoussia, Hiona and Wickens, Mike
TI  - Extracting inflation expectations from the term structure the fisher equation in a multivariate SDF framework
PY  - 2006///
KW  - Finance and Economics
KW  - Inflation;Fisher equation;Term structure;Stochastic discount factor;Term premium;GARCH;Macroeconomic risk;Consumption CAPM
ER  -