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Index funds and stock market growth
Goetzmann, William N.; Massa, Massimo - 1999
Persistent link: https://www.econbiz.de/10001378341
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Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N. - In: The journal of fixed income 11 (2001) 3, pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
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Measuring equilibrium real interest rates : what can we learn from Yields on indexed bonds?
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637842
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Efficiency investment portfolios in a real-value environment : implications for portfolio managers and bond yields
Herbst, Anthony F.; Perg, Wayne F. - In: International journal of business 6 (2001) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10001566813
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Real world index annuity returns
Babbel, David F.; Marrion, Jack; VanderPal, Geoffrey - 2009
Persistent link: https://www.econbiz.de/10009349822
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Financial analysis of equity-indexed annuities
Reichenstein, William R. - In: Financial services review : the journal of individual … 18 (2009) 4, pp. 291-311
Persistent link: https://www.econbiz.de/10003990706
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Essays on information and investment
Reuter, Jonathan Michael - 2002
Persistent link: https://www.econbiz.de/10001742597
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Index funds and stock market growth
Goetzmann, William N.; Massa, Massimo - In: The journal of business : B 76 (2003) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001743592
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Portfolio aspects of inflation-protection securities
Gapen, Michael T. - 2004
Persistent link: https://www.econbiz.de/10003386872
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Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Gomez, Karoll - 2014
This paper discusses the predictive role of alternative measures of the liquidity premium of TIPS relative to Treasury bonds for government excess bond returns. The results show that the liquidity premium predicts positive (negative) TIPS (nominal Treasury) excess returns. The explanatory power...
Persistent link: https://www.econbiz.de/10013051252