The sovereign's intention to issue inflation-linked bonds (ILB) is to save money. More than 15 years' experience with …

inflation-linked bonds (ILB mispricing) in the G7 government bond markets, and extends the slow moving capital explanation of … which represents more than eight percent of the total size of the G7 inflation-linked bond markets. Furthermore, the index … inflation-linked nominal bond mispricing. Specifically, returns of hedge funds following fixed income strategies strongly …

shocks predict negative real bond risk premium and positive inflation risk premium. Since these two effects offset each other … bond yield, breakeven inflation, and nominal bond yield respond differently to oil supply and demand shocks …Compared with stocks, bonds are more directly affected by fluctuations in oil prices through the expected inflation …

Using market prices of inflation-linked bonds and nominal bonds issued by the French Treasury, both the real and … zero coupon bond prices: bootstrapping, a piecewise constant forward rates method, a cubic spline model, and the Nelson and … Siegel smoothing model. Next, based on the estimated real and nominal curves, several methodologies to hedge bond portfolios …

use these to create hypothetical inflation-linked bond returns. We compare these with the return on actual inflation …. We confirm these findings for a sample of 19 international inflation-linked bond markets. Using surveys of professional … forecasters, we create hypothetical inflation-linked bond return series for 41 countries starting in 1987 or later depending on …