The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach
Julia Auckenthaler, Alexander Kupfer, Rupert Sendlhofer
| Year of publication: |
April 2015
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| Authors: | Auckenthaler, Julia ; Kupfer, Alexander ; Sendlhofer, Rupert |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 32.2015, p. 139-154
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| Subject: | Inflation-linked bonds | Hypothetical bond yields | Liquidity premium | Inflation risk premium | Break-even inflation rate | Indexanleihe | Index-linked bond | Inflation | Risikoprämie | Risk premium | Anleihe | Bond | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Liquidität | Liquidity | Inflationserwartung | Inflation expectations | Indexbindung | Indexation | Rentenmarkt | Bond market | Inflationsrate | Inflation rate | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2015.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011514457