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~subject:"Großbritannien"
~subject:"Index futures"
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Großbritannien
Index futures
Indexation
864
Indexbindung
864
Theorie
341
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341
Inflation
192
Index
156
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156
Index construction
149
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149
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148
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148
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145
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143
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141
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140
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136
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132
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132
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82
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82
Geldpolitik
59
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59
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59
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58
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57
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57
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52
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49
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Viceira, Luis M.
15
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8
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8
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6
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3
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2
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2
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2
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2
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2
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2
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1
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1
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ECONIS (ZBW)
187
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L-Z, Index
Goethals, George R.
(
ed.
);
Allison, Scott T.
(
ed.
); …
-
2023
Persistent link: https://www.econbiz.de/10014369601
Saved in:
2
I - Z, Index
Boussie, Anthony
;
Burton, Virgil L., III
;
Miskelly, Matthew
-
2022
-
Fourth edition
Persistent link: https://www.econbiz.de/10013368760
Saved in:
3
Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries
Kita, Arben
;
Tortorice, Daniel L.
-
2018
Persistent link: https://www.econbiz.de/10012063682
Saved in:
4
The Missing Piece of the Puzzle : Liquidity Premiums in Inflation-Indexed Markets
Driessen, Joost
-
2017
Fleckenstein et al. (2014) document that nominal Treasuries trade at higher prices than inflation-swapped indexed bonds, which exactly replicate the nominal cash flows. We study whether this mispricing arises from liquidity premiums in inflation-indexed bonds (TIPS) and inflation swaps. Using US...
Persistent link: https://www.econbiz.de/10012946994
Saved in:
5
The Missing Piece of the Puzzle : Liquidity Premiums in Inflation-Indexed Markets
Driessen, Joost
-
2015
We show that in both index-linked bond markets and inflation swap markets liquidity is an important determinant of prices. We do so by means of an asset pricing model with a liquidity risk factor and asset-specific liquidity characteristics. This liquidity risk factor is based on the measures of...
Persistent link: https://www.econbiz.de/10013028256
Saved in:
6
Index
In:
Handbook of the economics of marketing : Volume 1
,
(pp. 597-611)
.
2019
Persistent link: https://www.econbiz.de/10014023347
Saved in:
7
Index
2019
Persistent link: https://www.econbiz.de/10014023376
Saved in:
8
Estimating the new Keynesian Phillips curve for the UK : evidence from the inflation-indexed bonds market
Marfatia, Hardik A.
- In:
The B.E. journal of macroeconomics
18
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011898638
Saved in:
9
Index
2018
Persistent link: https://www.econbiz.de/10014023388
Saved in:
10
Index
In:
Handbook of environmental economics : Volume 4
,
(pp. 469-478)
.
2018
Persistent link: https://www.econbiz.de/10014023880
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