Essays about: "Magnus Bergroth"
Found 1 essay containing the words Magnus Bergroth.
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1. Estimation of a Liquidity Premium for Swedish Inflation Linked Bonds
University essay from KTH/Matematisk statistikAbstract : It is well known that the inflation linked breakeven inflation, defined as the difference between a nominal yield and an inflation linked yield, sometimes is used as an approximation of the market’s inflation expectation. D’Amico et al. (2009, [5]) show that this is a poor approximation for the US market. READ MORE
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