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Bank of Canada RSS Feedsen2024-03-29T13:07:28+00:00Ambiguity, Nominal Bond Yields and Real Bond Yields
https://www.bankofcanada.ca/2018/06/staff-working-paper-2018-24/
Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal yield curves. We develop a model that can generate upward-sloping nominal and real yield curves by instead using ambiguity about inflation and growth.2018-06-12T11:02:04+00:00enAmbiguity, Nominal Bond Yields and Real Bond Yields2018-06-12Asset pricingFinancial marketsInterest ratesStaff Working Paper 2018-24https://www.bankofcanada.ca/wp-content/uploads/2018/06/swp2018-24.pdfAmbiguity, Nominal Bond Yields and Real Bond YieldsGuihai ZhaoJune 2018EE4E43GG0G00G1G12