Narrow search
Showing 1 - 10 of 63,627
Cover Image
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
Fleckenstein, Matthias - 2010
We show that the price of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10013138312
Cover Image
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle
Fleckenstein, Matthias - 2012
We show that the price of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10013115725
Cover Image
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
Fleckenstein, Matthias - 2010
We show that the price of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10012462298
Cover Image
An empirical decomposition of risk and liquidity in nominal and inflation-indexed government bonds
Pflueger, Carolin E.; Viceira, Luis M. - 2011 - This version: March 2011
Persistent link: https://www.econbiz.de/10008906604
Cover Image
Treasury inflation-indexed debt : a review of the US experience
Sack, Brian; Elsasser, Robert - 2002
Persistent link: https://www.econbiz.de/10001686854
Cover Image
Measuring equilibrium real interest rates : what can we learn from Yields on indexed bonds?
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637842
Cover Image
Are TIPS really tax disadvantaged? : Rethinking the tax treatment of US Treasury inflation indexed securities
Hein, Scott E.; Mercer, Jeffrey M. - 2003
Persistent link: https://www.econbiz.de/10001779283
Cover Image
Inflation hedging on main street? : evidence from retail TIPS fund flows
Nagel, Stefan; Yan, Zhen - 2022
Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...
Persistent link: https://www.econbiz.de/10013463289
Cover Image
The role of inflation-linked debt in US government finances
Rauh, Joshua - 2023
Persistent link: https://www.econbiz.de/10014476587
Cover Image
The microstructure of a US Treasury ECN : the BrokerTec platform
Fleming, Michael J.; Mizrach, Bruce Marshall - 2009
that use data only from voice-assisted brokers. We find that the price effect of trades on BrokerTec is quite small and is … predicted by theory, such orders are more common when price volatility is higher. -- Microstructure ; Treasury market ; bid …-ask spread ; price impact ; hidden orders …
Persistent link: https://www.econbiz.de/10003864593