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15-066/VI - Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates


  • Authors
    Casper de Vries, Erasmus University Rotterdam, the Netherlands; Xuedong Wang, Erasmus University Rotterdam, the Netherlands
  • Publication date
    May 29, 2015
  • Keywords
    Expectations hypothesis, Term structure, Time-Varying Risk Premia, Segmented markets, Inflation
  • JEL
    E43, G12