Mispricing in inflation markets

R Barria, G Pinter - 2023‏ - papers.ssrn.com
We use UK transaction-level data on nominal bond, inflation-linked bond and inflation swap
markets to study trading behaviour and prices in inflation markets. Our empirical analysis …

Break-even inflation rates: the Italian case

M Fanari, A Di Iorio - Studies in Economics and Finance, 2022‏ - emerald.com
Purpose This work aims to study the break-even inflation rates (BEIRs), a widely used
market-based measure of expected inflation. The authors focus on Italian Government …

The relevance of banks to the European stock market

A Kick, H Rottmann - The European Journal of Finance, 2023‏ - Taylor & Francis
Banks have always played an ambivalent role in financial markets. On the one hand, they
provide essential services for the market; on the other hand, problems in the banking sector …