Information risk in TIPS market : an analysis of nominal and real interest rates
Quentin C. Chu, Deborah N. Pittman, Linda Q. Yu
| Year of publication: |
2005
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|---|---|
| Authors: | Chu, Quentin C. ; Pittman, Deborah N. ; Yu, Linda Q. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 24.2005, 3, p. 235-250
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| Subject: | Staatspapier | Government securities | Indexbindung | Indexation | Risikoprämie | Risk premium | Zins | Interest rate | Asymmetrische Information | Asymmetric information | USA | United States | Kointegration | Cointegration |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002851900