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How could we use 5 year Tips minus 2 Year Tips to get insight of Inflation Expection?

Posted: April 4th, 2020, 7:52 pm
by anjoazul
I read a article where the author used the difference the between yields of 5 year Tips and 2 year Tips as a proxy of the inflation expectation. Could anyone explain me what is the logic behind this approach. Thanks.