Inflation narratives and risk premia
Inflation risk premia move inversely with demand-versus-supply narratives extracted from financial news, consistent with asset pricing theory across euro area and U.S. maturities.
Featured in No. 136 on 23 Oct 2026 · 25 days after release
- Released
- 28 Sep 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:ecb:ecbwps:20263288
- Authors
- Luís Fonseca et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).