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Galati, G., Gorge, Z., Moessner, R. and Zhou, C. (2018). Deflation risk in the euro area and central bank credibility Economics Letters, 167:124--126.

  • Affiliated author
  • Publication year
    2018
  • Journal
    Economics Letters
View publication

We analyze a new option-based indicator of market perceptions of euro area deflation risks. We find that during 2010–2015, long-term deflation risks became slightly more sensitive to oil price changes and inflation surprises, suggesting a subtle weakening in anchoring.