Tips from TIPS : the informational content of treasury inflation-protected security prices
Stefania D'Amico, Don H. Kim, and Min Wei
| Year of publication: |
February 2018
|
|---|---|
| Authors: | D'Amico, Stefania ; Kim, Don H. ; Wei, Min |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 1, p. 395-436
|
| Subject: | Inflationserwartung | Inflation expectations | Risikoprämie | Risk premium | Staatspapier | Government securities | Zinsstruktur | Yield curve | Schätzung | Estimation | USA | United States | 1990-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017000916 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011929450