Estimating Real and Nominal Term Structures using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates | Department of Finance

Estimating Real and Nominal Term Structures using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates

Seminars

12:30pm - 2:00pm

Room N34 - Velodromo

George Pennacchi (Univ. of Illinois)