Market-implied inflation and growth rates adversely affected by the Brent

Gilbert Cette and Marielle Jong

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Abstract: The inflation and the real yield component deduced from inflation-linked and nominal bond prices are adversely affected by two market effects: price distortions due to certain market-related events and oil price movements. Their underlying time correlation without those effects is stable and positive. Market data analysis carried out on the world's major bond markets gives valuable new insight into the long-debated relationship between inflation and growth prospects. [ABSTRACT FROM AUTHOR]

Keywords: BONDS (Finance) ― Prices; INFLATION (Finance); PETROLEUM products; PRICE level changes; prices; RATE of return (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

Published in Journal of Asset Management, 2013, 14 (3), pp.133--139

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Journal Article: Market-implied inflation and growth rates adversely affected by the Brent (2013)
Working Paper: Market-implied inflation and growth rates adversely affected by the Brent (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01499631

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