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Deriving inflation expectations from nominal and inflation-indexed treasury yields

Sack, Brian - In: The journal of fixed income 10 (2000) 2, pp. 6-17

Persistent link: https://www.econbiz.de/10001530288

US inflation-linked bonds have arrived

Finney, Louis D. - In: Investment policy 1 (1997) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10001522748

Should the US government issue index bonds?

Munnell, Alicia Haydock - In: New England economic review (1986), pp. 3-21

Persistent link: https://www.econbiz.de/10001015972

Price movements and price discovery in the municipal bond index and the index futures markets

Hung, Mao-Wei - In: The journal of futures markets 15 (1995) 4, pp. 489-506

Persistent link: https://www.econbiz.de/10001185354

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