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

Sandra Isabel Salamanca-Gil, Enrique Montes-Uribe, Juan Sebastián Silva-Rodríguez

Diego Vásquez-Escobar

Jhorland Ayala-García, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro

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