They are interested in research on the nexus between fixed income markets and inflation, broadly defined. Topics of interest include but are not limited to:

Effects of inflation shocks on bond prices and risk premia

Time-variation in the bond beta and the correlation between bond and stock returns

Estimation of inflation expectations using bond prices

Inflation and duration risks for financial institutions

Term structure modeling with inflation risks, real and nominal bonds

Monetary policy rules and the responsiveness to inflation

Effects of monetary policy on interest rates and inflation expectations

International bond market spillovers and exchange rates in times of high inflation