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dc.contributor.authorApergis, Nicholas
dc.contributor.authorApergis, Emmanuel
dc.date.accessioned2020-08-28T16:05:50Z
dc.date.available2020-08-28T16:05:50Z
dc.date.issued2020-08-28
dc.identifier.citationApergis, N., and Apergis, E. (2020). 'Inflation expectations, volatility and Covid-19: Evidence from the US inflation swap rates'. Applied Economics Letters, pp. 1-6.en_US
dc.identifier.issn1350-4851
dc.identifier.doi10.1080/13504851.2020.1813245
dc.identifier.urihttp://hdl.handle.net/10545/625135
dc.description.abstractThe goal of this work is to explore the role of the Covid-19 pandemic event in the course of inflation expectations and their volatility through US inflation swap rates. The findings document that inflation expectations and their volatility are positively affected by the Covid-19 pandemic. These results have real activity implications, while close monitoring of inflation expectations could signal inflation expectations un-anchoring risks.en_US
dc.description.sponsorshipN/Aen_US
dc.language.isoenen_US
dc.publisherTaylor & Francisen_US
dc.relation.urlhttps://www.tandfonline.com/toc/rael20/current?nav=tocListen_US
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectResearch Subject Categories::SOCIAL SCIENCESen_US
dc.subjectInflation volatility; Covid-19; GARCHX model; inflation swap ratesen_US
dc.titleInflation expectations, volatility and Covid-19: Evidence from the US inflation swap ratesen_US
dc.typeArticleen_US
dc.identifier.eissn1466-4291
dc.contributor.departmentUniversity of Derbyen_US
dc.contributor.departmentUniversity of Huddersfielden_US
dc.identifier.journalApplied Economics Lettersen_US
dcterms.dateAccepted2020-01-17
dc.author.detail786373en_US


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