A copula approach to backward-looking factors in market based inflation expectations (Q5240331)
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scientific article; zbMATH DE number 7122217
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| English | A copula approach to backward-looking factors in market based inflation expectations |
scientific article; zbMATH DE number 7122217 |
Statements
A Copula Approach to Backward-Looking Factors in Market Based Inflation Expectations (English)
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25 October 2019
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exchange rate
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monetary policy
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Central Bank
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inflation expectation
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tail dependence coefficient
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0.7444174289703369
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0.6958214044570923
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0.6768912076950073
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0.6729114651679993
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0.6658269762992859
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