Market-implied inflation and growth rates adversely affected by the Brent. - Aix-Marseille Université Access content directly
Journal Articles Journal of Asset Management Year : 2013

Market-implied inflation and growth rates adversely affected by the Brent.

Abstract

The inflation and the real yield component deduced from inflation-linked and nominal bond prices are adversely affected by two market effects: price distortions due to certain market-related events and oil price movements. Their underlying time correlation without those effects is stable and positive. Market data analysis carried out on the world's major bond markets gives valuable new insight into the long-debated relationship between inflation and growth prospects. [ABSTRACT FROM AUTHOR]
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Dates and versions

hal-01499631 , version 1 (31-03-2017)

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  • HAL Id : hal-01499631 , version 1

Cite

Gilbert Cette, Marielle De Jong. Market-implied inflation and growth rates adversely affected by the Brent.. Journal of Asset Management, 2013, 14 (3), pp.133--139. ⟨hal-01499631⟩
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