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1
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
Fleckenstein, Matthias
-
2010
We show that the
price
of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10013138312
Saved in:
2
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle
Fleckenstein, Matthias
-
2012
We show that the
price
of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10013115725
Saved in:
3
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
Fleckenstein, Matthias
-
2010
We show that the
price
of a Treasury bond and an inflation-swapped TIPS issue exactly replicating the cash flows of the …
Persistent link: https://www.econbiz.de/10012462298
Saved in:
4
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
Saved in:
5
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
Saved in:
6
An empirical decomposition of risk and liquidity in nominal and inflation-indexed government bonds
Pflueger, Carolin E.
;
Viceira, Luis M.
-
2011
-
This version: March 2011
Persistent link: https://www.econbiz.de/10008906604
Saved in:
7
Diversification benefits of treasury inflation protected securities
Mamun, Abdullah al
;
Visaltanachoti, Nuttawat
-
2005
Persistent link: https://www.econbiz.de/10003048314
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Treasury inflation-indexed debt : a review of the US experience
Sack, Brian
;
Elsasser, Robert
-
2002
Persistent link: https://www.econbiz.de/10001686854
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