Real Term Structure and Inﬂation Compensation in the Euro Area∗ Marcello Pericoli Bank of Italy This paper estimates the term structure of zero-coupon real interest rates for the euro area implied by French indexlink - French curve - Document - PDFSEARCH.IO

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	Real Term Structure and Inﬂation Compensation in the Euro Area∗ Marcello Pericoli Bank of Italy This paper estimates the term structure of zero-coupon real interest rates for the euro area implied by French indexlink Add to Reading List Document Date: 2014-02-28 09:48:00 Open Document File Size: 1,36 MB Share Result on Facebook City Rome / / Company ation-Protected Securities / Diebold / Cox / / Country United Kingdom / United States / Italy / / / IndustryTerm bank credibility / iterative algorithm / bank / non-linear optimization algorithms / / Organization European Central Bank / Bank of Italy / Economic Outlook and Monetary Policy Department / Midwest Finance Association / / Person Vladimir Sokolov / Douglas Gale / Juan Ignacio Pe / McCulloch / Antonio Di Cesare / / Position author / Fisher / Professor / Instantaneous Forward / / ProgrammingLanguage MATLAB / / Technology non-linear optimization algorithms / iterative algorithm / / URL www.aft.gouv.fr / / SocialTag Yield curve Symbol Bond Financial economics Spline Inflation-indexed bond Economics Fixed income analysis Fixed income market

Real Term Structure and Inﬂation Compensation in the Euro Area∗ Marcello Pericoli Bank of Italy This paper estimates the term structure of zero-coupon real interest rates for the euro area implied by French indexlinkAdd to Reading List