Template-Type: ReDIF-Paper 1.0 Title: Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series Author-Name: Schmidt,Roland Author-WorkPlace-Name: University of Bonn Classification-JEL: 134,132 Keywords: Inflation risk,Interest rates,ARCH model,VAR model, Cointegration analysis Series: Sonderforschungsbereich 303 Creation-Date: 1991-05 Handle: RePEc:bon:bonsfb:184