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Fixed income market / Probability theory / Risk-neutral measure / Finance / Yield curve / Bond / Yield / Mathematical finance / Economics / Financial economics


Extracting Deflation Probability Forecasts from Treasury Yields Jens H.E. Christensen, Jose A. Lopez, and Glenn D. Rudebusch Federal Reserve Bank of San Francisco We construct probability forecasts for episodes of price
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Document Date: 2012-11-30 09:32:00

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File Size: 614,87 KB

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Company

Diebold / /

Country

Japan / United States / /

Currency

USD / /

IndustryTerm

asset pricing applications / risk management / /

NaturalFeature

t+τ EtP Mt / /

Organization

Federal Reserve Bank of San Francisco / U.S. Treasury / US Federal Reserve / Federal Open Market Committee / Board of Governors / Japanese government / /

Person

Jose A. Lopez / Ben Bernanke / /

Position

mP / Governor / Chairman / /

SocialTag