https://www.bankofengland.co.uk/quarterly-bulletin/2006/q1/new-information-from-inflation-swaps-and-index-linked-bonds
New information from inflation swaps and index-linked bonds | Bank of England
Prices of index-linked financial instruments can be used to obtain market-based measures of inflation expectations and real interest rates. These measures are...
index linked bondsnew informationinflation swaps
https://ideas.repec.org/a/oup/rfinst/v25y2012i5p1588-1629.html
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
Downloadable (with restrictions)! We develop a model of nominal and real bond yield curves that has four stochastic drivers but seven factors: three factors...
inflation expectationsrisk premiarealratesevidence