Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Béatrice de Séverac, José S. da Fonseca
| Year of publication: |
2021
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|---|---|
| Authors: | Séverac, Béatrice de ; Fonseca, José Soares da |
| Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 20.2021, 3, p. 273-295
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| Subject: | Arbitrage | Duration | Inflation-linked bonds | Real interest rates | Inflation risk | Inflation | Indexanleihe | Index-linked bond | Realzins | Real interest rate | Frankreich | France | Anleihe | Bond | Portfolio-Management | Portfolio selection | Staatspapier | Government securities | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Öffentliche Anleihe | Public bond | Indexbindung | Indexation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10258-020-00185-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616841