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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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https://hal-amu.archives-ouvertes.fr/hal-01499631
Contributor : Elisabeth Lhuillier <>
Submitted on : Friday, March 31, 2017 - 5:06:21 PM
Last modification on : Wednesday, August 5, 2020 - 3:15:17 AM

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

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