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Call for papers “Fixed Income Markets and Inflation”
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