LeatherSagiKnowledgebase

Tag: inflation-risk-premium

3 items with this tag.

  • Apr 13, 2026

    The inflation risk premium drives the slope of the nominal yield curve

    • term-structure
    • inflation-risk-premium
    • nominal-yields
    • regime-switching
  • Apr 13, 2026

    The Term Structure of Real Rates and Expected Inflation

    • term-structure
    • regime-switching
    • real-rates
    • inflation-risk-premium
    • no-arbitrage
    • treasury-yields
  • Apr 13, 2026

    An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

    • term-structure
    • term-premium
    • monetary-policy
    • affine-model
    • Kalman-filter
    • survey-data
    • inflation-risk-premium

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