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

Gilbert Cette; Marielle Jong

Journal articles

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

Gilbert Cette ^{1, 2} Marielle Jong

1 Centre de recherche de la Banque de France

2 GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille

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]

Keywords : BONDS (Finance) ― Prices INFLATION (Finance) PETROLEUM products PRICE level changes prices RATE of return

Document type :

Journal articles

Domain :

Humanities and Social Sciences

Humanities and Social Sciences / Economics and Finance

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https://hal-amu.archives-ouvertes.fr/hal-01499631
Contributor : Elisabeth Lhuillier Connect in order to contact the contributor
Submitted on : Friday, March 31, 2017 - 5:06:21 PM
Last modification on : Thursday, November 4, 2021 - 11:58:07 AM

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

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

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