REAL INTEREST-RATES, EXPECTED INFLATION AND THE INFLATION UNCERTAINTY PREMIUM - EVIDENCE FROM UK INDEX-LINKED BOND PRICES

被引：2

作者：

LEVIN, EJ

COPELAND, LS

机构：

[1] University of Stirling, Stirling

来源：

ECONOMICS LETTERS | 1992年 / 38卷 / 03期

关键词：

D O I：

10.1016/0165-1765(92)90080-I

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Two index-linked bond prices can be used to measure current ex ante real interest rates and expected inflation. These values can then be substituted into a nominal bond price equation to solve for the inflation uncertainty premium.

引用

页码：331 / 334

页数：4

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