Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Year of publication: |
2021
|
---|---|
Authors: | Séverac, Béatrice de ; Fonseca, José Soares da |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 20.2021, 3, p. 273-295
|
Subject: | Arbitrage | Duration | Inflation-linked bonds | Real interest rates | Inflation risk | Indexanleihe | Index-linked bond | Inflation | Frankreich | France | Realzins | Real interest rate | Anleihe | Bond | Portfolio-Management | Portfolio selection | CAPM | Staatspapier | Government securities | Inflationserwartung | Inflation expectations | Großbritannien | United Kingdom |
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