---
title: Inflation narratives and risk premia
url: https://www.ml-quant.com/papers/repec/ecb-ecbwps-20263288/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-23
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ecb:ecbwps:20263288
source_url: https://econpapers.repec.org/RePEc:ecb:ecbwps:20263288
featured: 2026-10-23
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://econpapers.repec.org/RePEc:ecb:ecbwps:20263288
- Identifier: RePEc:ecb:ecbwps:20263288
- Released: 2026-09-28
- First featured: Quant Letter No. 136 (2026-10-23): https://www.ml-quant.com/issues/2026-10-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Fonseca, Luís, Martorana, Giulia, Schupp, Fabian, Trebbi, Giovanni

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