Conference Paper

An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility

Keywords: Inflation (Finance); Bonds;

Status: Published in Journal of money, credit and banking, v. 25, no. 3, pt. 2, Aug. 1993 ; Inflation uncertainty

Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Proceedings

Publication Date: 1993

Pages: 636-680