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Inflation-linked bonds

James, Alan; Pond, Michael - In: The handbook of inflation hedging investments : enhance …, (pp. 9-39). 2006

Persistent link: https://www.econbiz.de/10003319403

The global inflation-linked market

Brown, Seamus; Salomon, Raoul - In: Inflation risks and products : the complete guide, (pp. 129-154). 2008

Persistent link: https://www.econbiz.de/10003970861

Inflation-linked bonds from a central bank perspective

Garcia, Juan Angel; Rixtel, Adrian A. R. J. M. van - 2007

Persistent link: https://www.econbiz.de/10003535660

Disaggregated TIPS : the case for disaggregating inflation-linked bonds into bonds linked to narrower CPI components ; slicing and dicing TIPS

Jennings, William W. - In: Journal of pension economics and finance 5 (2006) 3, pp. 325-343

Persistent link: https://www.econbiz.de/10003395504

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

Pricing and hedging of inflation-indexed bonds in an affine framework

Eksi, Zehra; Filipović, Damir - 2013

This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the nominal short rate, real short rate and logarithm of the price index with an affi ne Gaussian process. Using the underlying a ffine property, we compute the nominal and...

Persistent link: https://www.econbiz.de/10010257509