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Wages, inflation, and mortgage design
Nejadmalayeri, Ali - In: Journal of economics & business 63 (2011) 5, pp. 503-516
Persistent link: https://www.econbiz.de/10009299123
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Policy watch : the introduction of indexed government debt in the United States
Wilcox, David W. - In: The journal of economic perspectives : EP ; a journal … 12 (1998) 1, pp. 219-227
Persistent link: https://www.econbiz.de/10001238527
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A monetary policy rule based on nominal and inflation-indexed treasury yields
Sack, Brian - 2003
Persistent link: https://www.econbiz.de/10001754343
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Can TIPS help identify long-term inflation expectations?
Shen, Pu; Corning, Jonathan - In: Economic review 86 (2001) 4, pp. 61-87
Persistent link: https://www.econbiz.de/10001651323
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The information content of treasury inflation-indexed securities
Emmons, William R. - In: Review / Federal Reserve Bank of St. Louis 82 (2000) 6, pp. 25-37
Persistent link: https://www.econbiz.de/10001538410
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Nominal rates, real rates, and expected inflation : results from a study US treasury inflation-protected securities
Laatsch, Francis E.; Klein, Daniel P. - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 405-417
Persistent link: https://www.econbiz.de/10001782495
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Are TIPS the "real" deal? : A conditional assessment of their role in a nominal portfolio
Hunter, Delroy M.; Simon, David P. - In: Journal of banking & finance 29 (2005) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10002485301
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The nominal duration of TIPS bonds
Laatsch, Francis E.; Klein, Daniel P. - In: Review of financial economics : RFE 14 (2005) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10002524240
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Pricing TIPS and treasuries with linear regressions
Abrahams, Michael; Adrian, Tobias; Crump, Richard K.; … - 2012
We present an affine term structure model for the joint pricing of Treasury Inflation-Protected Securities (TIPS) and Treasury yield curves that adjusts for TIPS' relative illiquidity. Our estimation using linear regressions is computationally very fast and can accommodate unspanned factors. The...
Persistent link: https://www.econbiz.de/10009624301