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Oil Price, Bond Return, and Breakeven Inflation

Jiang, Haibo - 2019

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 …

Persistent link: https://www.econbiz.de/10012900206

One index fits none : the conundrum of euro area inflation-linked bonds

Arnold, Ivo J. M. - In: The European journal of finance 21 (2015) 7/9, pp. 575-583

Persistent link: https://www.econbiz.de/10011301230

Do inflation-linked bonds contain information about future inflation?

Vicente, José Valentim Machado; Guillén, Osmani … - In: Revista brasileira de economia : RBE ; revista da … 67 (2013) 2, pp. 251-260

Persistent link: https://www.econbiz.de/10011443921

The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach

Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - In: The North American journal of economics and finance : a … 32 (2015), pp. 139-154

Persistent link: https://www.econbiz.de/10011514457

Bond futures, inflation-indexed bonds, and inflation risk premium

Kanas, Angelos - In: Journal of international financial markets, … 28 (2014), pp. 82-99

Persistent link: https://www.econbiz.de/10010411577

Residual inflation risk

Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314

Persistent link: https://www.econbiz.de/10011947163

Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011813816

The role of inflation-linked debt in US government finances

Rauh, Joshua - 2023

Persistent link: https://www.econbiz.de/10014476587

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

The impact of liquidity on in ation-linked bonds : a hypothetical indexed bonds approach

Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - 2014

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

Persistent link: https://www.econbiz.de/10010251196

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