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Fixed income analysis / Interest rates / Mathematical finance / Fixed income market / Yield curve / Interest / Nominal interest rate / Bond valuation / Bond / Economics / Inflation / Financial economics


An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model
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Document Date: 2006-11-21 14:56:36

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City

Washington / D.C. / Svensson / /

Company

Cox / Economics Discussion Series / /

Country

Germany / United Kingdom / United States / /

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Organization

United States Senate / Three-Factor Affine Term Structure Model J. Benson Durham* Division / Federal Reserve Board / U.S. Treasury / US Federal Reserve / Federal Open Market Committee / TIPS / Board of Governors / /

Person

Don Kim / J. Benson Durham / Jonathan Wright / Brian Madigan / /

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Position

author / See Chairman / model / forward / nominal and real forward / nominal forward / Affine Term Structure Model / /

ProgrammingLanguage

R / DC / /

URL

http /

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