Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates

Emmanuel Apergis; Nicholas Apergis

doi:10.1080/13504851.2020.1813245

Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates

Emmanuel Apergis, Nicholas Apergis

University of Derby

Research output: Contribution to journal › Article › peer-review

29 Citations (Scopus)

Abstract

The goal of this work is to explore the role of the Covid-19 pandemic event in the course of inflation expectations and their volatility through US inflation swap rates. The findings document that inflation expectations and their volatility are positively affected by the Covid-19 pandemic. These results have real activity implications, while close monitoring of inflation expectations could signal inflation expectations un-anchoring risks.

Original language	English
Pages (from-to)	1327-1331
Number of pages	5
Journal	Applied Economics Letters
Volume	28
Issue number	15
Early online date	28 Aug 2020
DOIs	https://doi.org/10.1080/13504851.2020.1813245
Publication status	Published - 1 Sept 2021

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 3 Good Health and Well-being

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Cite this

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Inflation expectations, volatility and Covid-19: evidence from the US inflation swap rates

Abstract

UN SDGs

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