Similar Search Results - EconBiz

Cheap TIPS or Expensive Inflation Swaps? Mispricing in Real Asset Markets

To, Thuy Duong - 2019

Inflation risks are explicit in either (i) the nominal pricing of real payoffs in which prices are denominated in dollars, or (ii) the real pricing of nominal payoffs in which prices are denominated in consumption baskets. While the former involves over-the-counter inflation-indexed contracts of...

Persistent link: https://www.econbiz.de/10012893904

Estimating inflation expectations with a limited number of inflation-indexed bonds

Finlay, Richard; Wende, Sebastian - In: International journal of central banking : IJCB 8 (2012) 2, pp. 111-142

Persistent link: https://www.econbiz.de/10009634295

Inflation-linked bonds, nominal bonds, and countercyclical monetary polices

Westerhout, Ed W. M. T. - 2021

Persistent link: https://www.econbiz.de/10012404622

Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries

Kita, Arben; Tortorice, Daniel L. - 2018

Persistent link: https://www.econbiz.de/10012063682

The informational content of the embedded deflation option in TIPS

Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - In: Journal of banking & finance 65 (2016), pp. 1-26

Persistent link: https://www.econbiz.de/10011634318

Is a pure TIPS strategy truly risk free?

Haensly, Paul J. - In: Review of financial economics : RFE 28 (2016), pp. 1-20

Persistent link: https://www.econbiz.de/10011579659

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

Markets for inflation-indexed bonds as mechanisms for efficient monetary policy

Ewald, Christian-Oliver; Geissler, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 869-889

Persistent link: https://www.econbiz.de/10011350504

New measures for inflation uncertainty and disagreement from treasury auctions : alternative to surveys

Güler, Mustafa Haluk; Polat, Tandoğan - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 881-900

Persistent link: https://www.econbiz.de/10012123524

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