Título:

How Do Zero-Coupon Inflation Swaps Predict Inflation Rates in the Euro Area? Evidence of Efficiency and Accuracy on 1-Year Contracts

Autores:

Pedro Pires (Bank of Portugal, ISCTE - Instituto Universitário de Lisboa)
José Dias Curto (ISCTE - Instituto Universitário de Lisboa)

Revista:

Empirical Economics

Ano:

2018

Volume:

54

Número:

4

Páginas:

1451-1475

Códigos JEL:

E31 - Price Level; Inflation; Deflation
E44 - Financial Markets and the Macroeconomy
E3 - Prices, Business Fluctuations, and Cycles
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1007/s00181-017-1268-8