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Applied Economics Letters Volume 28, 2021 - Issue 15
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Research Article

Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates

Emmanuel Apergisa Department of Economics and Finance, University of Derby, Derby, UKORCID Iconhttps://orcid.org/0000-0001-8100-270X
ORCID Icon &
Nicholas Apergisb Department of Business Administration, University of Huddersfield, Huddersfield, UKCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0375-2457
ORCID Icon
Pages 1327-1331 | Published online: 28 Aug 2020

References

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  • Grier, R., and K. B. Grier. 2006. “On the Real Effects of Inflation and Inflation Uncertainty in Mexico.” Journal of Development Economics 80: 478–500. doi:10.1016/j.jdeveco.2005.02.002.
  • Hartmann, M., and H. Herwartz. 2012. “Causal Relations between Inflation and Inflation Uncertainty? Cross-Sectional Evidence in Favour of the Friedman-Ball Hypothesis.” Economics Letters 115: 144–147. doi:10.1016/j.econlet.2011.12.036.
  • Krishnamurthy, A., and A. Vissing-Jorgensen. 2011. “The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy.” Brookings Papers on Economic Activity 43: 215–287. doi:10.1353/eca.2011.0019.

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