Tips from Tips : The Informational Content of Treasury Inflation-Protected Security Prices
Year of publication: |
2014
|
---|---|
Authors: | D'Amico, Stefania ; Kim, Don H. ; Wei, Min |
Publisher: |
[S.l.] : SSRN |
Subject: | Staatspapier | Government securities | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Schätzung | Estimation | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Series: | BIS Working Paper ; No. 248 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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