Vasilis Dedes

BlackRock, Inc

London

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

149

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Monetary Policy and Inflation Compensation

Number of pages: 20 Posted: 27 Jan 2020
Vasilis Dedes and Xingyu Zhu
BlackRock, Inc and Stockholm School of Economics
Downloads 57 (442,692)

Abstract:

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monetary policy, inflation compensation, zero bound, quantitative easing, term structure

2.

The Economic Value of TIPS Arbitrage Mispricing

Number of pages: 33 Posted: 27 Jan 2020
Vasilis Dedes and Roméo Tédongap
BlackRock, Inc and ESSEC Business School
Downloads 41 (507,950)

Abstract:

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principal component analysis, reduced rank regression, predictability

3.

Inflation Compensation and Monetary Policy

Swedish House of Finance Research Paper No. 21-5
Number of pages: 36 Posted: 07 Jan 2021 Last Revised: 10 Mar 2021
Xingyu Sonya Zhu and Vasilis Dedes
Stockholm School of Economics - Swedish House of Finance and BlackRock, Inc
Downloads 30 (564,113)

Abstract:

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monetary policy, inflation compensation, zero bound, quantitative easing, term structure

4.

Endogenous Inflation and the Taylor Rule

Number of pages: 39 Posted: 27 Jan 2020
Vasilis Dedes
BlackRock, Inc
Downloads 21 (621,714)

Abstract:

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term structure, monetary policy, break-even inflation, inflation expectations, inflation risk premia, zero bound