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subject:"Indexanleihe"
~person:"Fischer, Stanley"
~person:"Sack, Brian"
~person:"Yildirim, Yildiray"
~subject:"Derivative"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Inflationsindexierte Anleihe"
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Indexanleihe
Derivative
USA
Index-linked bond
6
Inflation expectations
4
Inflationserwartung
4
United States
4
Inflation
3
Yield curve
3
Zinsstruktur
3
Derivat
2
Indexation
2
Indexbindung
2
Public bond
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
Öffentliche Anleihe
2
1999-2008
1
Affine models
1
Anleihe
1
Bond
1
Bond market
1
CAPM
1
Government securities
1
Großbritannien
1
HJM model
1
Inflation rate
1
Inflation risk premium
1
Inflation-indexed derivatives
1
Inflationsrate
1
Interest rate derivative
1
Measurement
1
Messung
1
Public debt
1
Rentenmarkt
1
Staatspapier
1
Swap
1
United Kingdom
1
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Undetermined
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Article
6
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Article in journal
Aufsatz in Zeitschrift
6
Aufsatz im Buch
5
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5
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
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English
6
Author
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Fischer, Stanley
Sack, Brian
Yildirim, Yildiray
Christensen, Jens H. E.
5
Benlagha, Noureddine
4
Jong, Marielle de
4
Reschreiter, Andreas
4
Campbell, John Y.
3
Kang, Jangkoo
3
Landskroner, Yoram
3
Barr, David G.
2
Cette, Gilbert
2
DePrince, Albert E.
2
Entrop, Oliver
2
Gapen, Michael T.
2
Gomez-Gonzalez, Patricia
2
Güler, Mustafa Haluk
2
Harff, Christoph
2
Herbst, Anthony F.
2
López, José A.
2
Madura, Jeff
2
Mauro, Paolo
2
Moenig, Thorsten
2
Ngo, Thanh
2
Polat, Tandoğan
2
Raviv, Alon
2
Rudebusch, Glenn D.
2
Ryu, Doojin
2
Scholz, Hendrik
2
Shiller, Robert J.
2
Viceira, Luis M.
2
Wilkens, Marco
2
Wilkens, Sascha
2
Wimschulte, Jens
2
Abid, Ilyes
1
Ackert, Lucy F.
1
Ahn, Hee-joon
1
Aintablian, Sebouh
1
Alexander, Carol
1
Alexandersson, Lisa
1
Andrade, Joaquim Pinto de
1
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American economic journal : a journal of the American Economic Association
1
Annual review of financial economics
1
Economic policy review
1
European journal of operational research : EJOR
1
NBER macroeconomics annual
1
The journal of fixed income
1
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ECONIS (ZBW)
6
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1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei
;
Huang, Henry H.
;
Yildirim, Yildiray
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
Saved in:
3
The TIPS Yield curve and inflation compensation
Gürkaynak, Refet S.
;
Sack, Brian
;
Wright, Jonathan H.
- In:
American economic journal : a journal of the American …
2
(
2010
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10003996098
Saved in:
4
Treasury inflation-indexed debt : a review of the US experience
Sack, Brian
;
Elsasser, Robert
- In:
Economic policy review
10
(
2004
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10002067215
Saved in:
5
Deriving inflation expectations from nominal and inflation-indexed treasury yields
Sack, Brian
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 6-17
Persistent link: https://www.econbiz.de/10001530288
Saved in:
6
A scorecard for indexed government debt
Campbell, John Y.
;
Fischer, Stanley
- In:
NBER macroeconomics annual
11
(
1996
),
pp. 155-208
Persistent link: https://www.econbiz.de/10001247717
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