Template-Type: ReDIF-Paper 1.0 Author-Name: Chlo Allison Author-Name: Theuns de Wet Title: Inflation targeting and the dynamics of inflation risk premia in South Africas bond market Abstract: This paper examines how inflation targeting influences the inflation risk premium embedded in South Africas nominal government bond yields. Creation-Date: 2026-04-01 File-URL: https://www.resbank.co.za/content/dam/sarb/publications/working-papers/2026/26-09/inflation-bond-market.pdf File-Format: application/pdf File-Function: Revision Number: 11102 Handle: RePEc:rbz:wpaper:11102