Article

Title:
How Do Zero-Coupon Inflation Swaps Predict Inflation Rates in the Euro Area? Evidence of Efficiency and Accuracy on 1-Year Contracts
Journal:
Empirical Economics
Year:
2018
Volume:
54
Number:
4
Pages:
1451-1475
JEL codes:
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
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