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subject:"Indexanleihe"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
~person:"Relleen, Jon"
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Indexanleihe
Affine arbitrage-free dynamic term structure model
1
Breakeven inflation
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CAPM
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Capital income
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Erwartungsbildung
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Estimation
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Expectation formation
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Funding liquidity
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Index-linked bond
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Inflation
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Inflation expectations
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Inflationserwartung
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Kapitaleinkommen
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Liquidity
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Liquidität
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Rational expectations
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Rationale Erwartung
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Risikoprämie
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Risk premia
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Risk premium
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Relleen, Jon
Alexander, Carol
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Bomfim, Antúlio N.
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Chamon, Marcos
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Chen, XiaoHua
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Dynkin, Lev
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Gould, Anthony
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Hinnerich, Mia
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Israel, Ronen
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Jacoby, Gady
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Kaminska, Iryna
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Konstantinovsky, Vadim
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Kwak, Minsuk
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Lim, Byung Hwa
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Journal of banking & finance
The journal of fixed income
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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