Search Results - subject:"Inflation-indexed Bonds"

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944

Persistent link: https://www.econbiz.de/10014306673

Inflation-linked bonds, nominal bonds, and countercyclical monetary polices

Westerhout, Ed W. M. T. - 2021

Persistent link: https://www.econbiz.de/10012404622

The application of different term-structure models to estimate South African real spot rate curve

Mashoene, Mmakganya; Doorasamy, Mishelle; Rajaram, Rajendra - In: International journal of finance & banking studies : JJFBS 10 (2021) 3, pp. 21-36

Persistent link: https://www.econbiz.de/10012616092

Inflation-adjusted bonds, swaps, and derivatives

Jarrow, Robert A.; Yildirim, Yildiray - In: Annual review of financial economics 15 (2023), pp. 449-471

Persistent link: https://www.econbiz.de/10014426345

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

Is the future really observable? : a practical approach to model monetary policy rules

Marfatia, Hardik A. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1189-1223

Persistent link: https://www.econbiz.de/10012616947

A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417

Persistent link: https://www.econbiz.de/10012134192

On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity

Kamada, Koichiro; Nakajima, Jouchi - Bank of Japan - 2013

This paper shows how purchasing power parity (PPP) can be used to construct a measure for inflation expectations and discusses the properties of this measure from both a theoretical and an empirical perspective. Under the PPP hypothesis, inflation expectations in one country are equal to...

Persistent link: https://www.econbiz.de/10010907485

Residual inflation risk

Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314

Persistent link: https://www.econbiz.de/10011947163

Do Fed TIPS purchases affect market liquidity?

Christensen, Jens; Gillan, James - In: FRBSF Economic Letter (2012)

The second round of Federal Reserve large-scale asset purchases, from November 2010 to June 2011, included regular purchases of Treasury inflation-protected securities, or TIPS. An analysis of liquidity premiums indicates that the functioning of the TIPS market and the related inflation swap...

Persistent link: https://www.econbiz.de/10010726499