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    Estimation of inflation compensation in the Argentine bond yield curve by Román , Sebastián, Carlevaro, Emiliano, Dutto, Martín

    Published 2024
    “…The measurement of inflation expectations is highly relevant for an inflationary economy like Argentina's. This paper estimates the implicit inflation compensation in the yields of Argentine bonds during the inflation targeting period, using the difference between the yields of inflation-adjusted and non-inflation-adjusted Argentine bonds. …”
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