Inflation Expectations, Inflationary Risk Premium and Liquidity Premium: A Decomposition of the Break-Even Inflation for the Colombian Government's Bonds

DESARROLLO Y SOCIEDAD

Número:

78

Publicado:

Martes, 9 Julio 2019

Clasificación JEL:

G12, C51, C30

José Vicente Romero-Chamorro, Hernando Vargas-Herrera

Juan Camilo Medellín-Martínez, Sergio Restrepo Ángel

Andrea Sofía Otero-Cortés, Karina Acosta, Jhorland Ayala-García, Oriana Álvarez Vos, Sara Rojas

Inflation Expectations, Inflationary Risk Premium and Liquidity Premium: A Decomposition of the Break-Even Inflation for the Colombian Government&#039;s Bonds