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

Juliana Jaramillo-Echeverri, María Teresa Ramírez-Giraldo

Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Juan J. Ospina-Tejeiro, Edgar Caicedo-García

Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson

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