15-066/VI - Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates

• Authors
  Casper de Vries, Erasmus University Rotterdam, the Netherlands; Xuedong Wang, Erasmus University Rotterdam, the Netherlands
• Publication date
  May 29, 2015

• Keywords
  Expectations hypothesis, Term structure, Time-Varying Risk Premia, Segmented markets, Inflation
• JEL
  E43, G12