| 000 | 00684nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aBalfoussia, Hiona and Wickens, Mike | ||
| 240 | _aInternational Journal of Finance and Economics (Q) | ||
| 245 | _aExtracting inflation expectations from the term structure the fisher equation in a multivariate SDF framework | ||
| 246 |
_aJ5277 _f2006 |
||
| 260 | _c2006 | ||
| 300 |
_bV. 11 _cIssue. 3 _a261-277 |
||
| 366 | _b2006 | ||
| 366 | _bJul | ||
| 650 | _aFinance and Economics | ||
| 653 | _aInflation;Fisher equation;Term structure;Stochastic discount factor;Term premium;GARCH;Macroeconomic risk;Consumption CAPM; | ||
| 942 | _cJA | ||
| 999 |
_c41951 _d41951 |
||