TIPS, Inflation Expectations, and the Financial Crisis

The authors show that inefficiencies in the U.S. market for inflation-linked bonds can be exploited by informed traders who include survey estimates or inflation model forecasts in trades on break even inflation. The Treasury Inflation-Protected Securities market has yet to fulfill investors' expectations as a low-risk, efficient, and liquid financial instrument

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Year of publication:	2010
Authors:	Andonov, Aleksandar
Other Persons:	Bardong, Florian (contributor) ; Lehnert, Thorsten (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Finanzkrise \| Financial crisis \| Inflationserwartung \| Inflation expectations \| EU-Staaten \| EU countries \| Geldpolitik \| Monetary policy
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Financial Analysts Journal, Vol. 66, No. 6, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 8, 2010 erstellt Volltext nicht verfügbar
Classification:	E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013135273