Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico
Published: 24 May 2024| Version 1 | DOI: 10.17632/ssh6hm7whz.1
Contributor:
Jens ChristensenDescription
Description of data and files provided to facilitate replication of the results reported in the paper titled "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico" by Remy Beauregard, Jens H.E. Christensen, Eric Fischer and Simon Zhu.
Files
Steps to reproduce
A description of the data is provided in the Word document titled "README_BCFZ_Mexican_bond_analysis_FINAL.docx".
Categories
Financial Economics, Monetary Policy, Term Structure of Interest Rates, Sovereign Debt