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Indexed bonds and revisions of inflation expectations
Reschreiter, Andreas - In: Annals of finance 6 (2010) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10008652594
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The inflation protection from indexed bonds
Reschreiter, Andreas - In: Applied economics letters 17 (2010) 16/18, pp. 1581-1585
Persistent link: https://www.econbiz.de/10009232177
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Lower borrowing costs with inflation-indexed bonds : a trading rule based assessment
Reschreiter, Andreas - In: Economics letters 99 (2008) 2, pp. 272-274
Persistent link: https://www.econbiz.de/10003723737
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Conditional funding costs of inflation-indexed and conventional government bonds
Reschreiter, Andreas - In: Journal of banking & finance 28 (2004) 6, pp. 1299-1318
Persistent link: https://www.econbiz.de/10002049602
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Indexed bonds and revisions of inflation expectations
Reschreiter, Andreas - 2006
This paper investigates the impact of revisions in inflation expectations on the prices of UK inflation-indexed and conventional government bonds with a vector autoregressive (VAR) model. Downwards revisions of inflation expectations are associated with unexpected increases in the prices of...
Persistent link: https://www.econbiz.de/10009736658
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Indexed bonds and revisions of inflation expectations
Reschreiter, Andreas - 2006
This paper investigates the impact of revisions in inflation expectations on the prices of UK inflation-indexed and conventional government bonds with a vector autoregressive (VAR) model. Downwards revisions of inflation expectations are associated with unexpected increases in the prices of...
Persistent link: https://www.econbiz.de/10010294028