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The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
- In:
Journal of banking & finance
65
(
2016
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011634318
Saved in:
2
The index fund rationality paradox
Boldin, Michael David
;
Cici, Gjergji
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10003905639
Saved in:
3
Inflation-indexed swaps and swaptions
Hinnerich, Mia
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2293-2306
Persistent link: https://www.econbiz.de/10003787165
Saved in:
4
Are TIPS the "real" deal? : A conditional assessment of their role in a nominal portfolio
Hunter, Delroy M.
;
Simon, David P.
- In:
Journal of banking & finance
29
(
2005
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10002485301
Saved in:
5
Interest rate indexation and the pricing of loan commitment contracts
Melnik, Arie
- In:
Journal of banking & finance
11
(
1987
)
1
,
pp. 137-145
Persistent link: https://www.econbiz.de/10001028016
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