This study investigates dynamic interactions and feedback effects between financial market
risk proxied by VIX and key macroeconomic stability variables that include the rate of …

We examine interactions between market risk and market-implied inflation expectations. We
argue that these interactions are asymmetric and varied in time. Specifically, market risk …

В статье проведено измерение инфляционных ожиданий в России с середины 2015 по
конец 2016 г. на основе показателей финансового рынка. Для оценки инфляционных …

The high explanatory power of the first‐order lag term of inflation in the inflation explanatory
factor is that, on the one hand, the calculation of annual inflation indicators makes the …

Измерение инфляционных ожиданий является необходимой составляющей политики
таргетирования инфляции. В данной работе измеряются инфляционные ожидания …

This paper is devoted to the measurement of inflation expectations in Russia based on stock
market data for the period from July 2015 to December 2016. It calculates the difference …

In this article, we propose a novel methodology to construct new uncertainty and
disagreement measures for the long-term inflation rate with the use of micro data of Treasury …

The breakeven inflation rate is an important metric of the market expectation of inflation. This
paper examines the drivers, specifically economic and financial variables, that explain …