Is there an on-the-run premium in TIPS?
Jens H. E. Christensen, Jose A. Lopez, Patrick J. Shultz
| Year of publication: |
2020
|
|---|---|
| Authors: | Christensen, Jens H. E. ; López, José A. ; Shultz, Patrick J. |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 10.2020, 2, p. 1-42
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| Subject: | Term structure models | liquidity risk | financial market frictions | deflation protection | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Risikoprämie | Risk premium | Deflation | Theorie | Theory | Liquidität | Liquidity | CAPM | Staatspapier | Government securities | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S201013922050007X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423565