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Liquidity risk premia and breakeven inflation rates
Shen, Pu - In: Economic review 91 (2006) 2, pp. 29-54
Persistent link: https://www.econbiz.de/10003377190
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The role of inflation-linked debt in US government finances
Rauh, Joshua - 2023
Persistent link: https://www.econbiz.de/10014476587
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Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D. - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 187-218
Persistent link: https://www.econbiz.de/10001235489
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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
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An empirical decomposition of the liquidity premium in breakeven inflation rates
Güler, Mustafa Haluk; Keleş, Gürsu; Polat, Tandoğan - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 185-192
Persistent link: https://www.econbiz.de/10011792013
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International yield co-movements
Bekaert, Geert; Ermolov, Andrey - 2021
Persistent link: https://www.econbiz.de/10012590876
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Duration and pricing of TIPS
Jacoby, Gady; Shiller, Ilona - In: The journal of fixed income 18 (2008/09) 2, pp. 71-84
Persistent link: https://www.econbiz.de/10003777622
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Treasury inflation protected securities
Chen, Peng - In: Core-satellite portfolio management : a modern approach …, (pp. 169-197). 2005
Persistent link: https://www.econbiz.de/10002730335
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Indexed bonds and heterogeneous agents
Mayer, Thomas - In: Contemporary economic policy : a journal of Western … 16 (1998) 1, pp. 77-84
Persistent link: https://www.econbiz.de/10001234107
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Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows
Nagel, Stefan; Yan, Zhen - National Bureau of Economic Research - 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/10013462740