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The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach

Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - In: The North American journal of economics and finance : a … 32 (2015), pp. 139-154

Persistent link: https://www.econbiz.de/10011514457

International yield co-movements

Bekaert, Geert; Ermolov, Andrey - 2021

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Disagreement about inflation and the yield curve

Ehling, Paul; Gallmeyer, Michael F.; Heyerdahl-Larsen, … - 2015

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Real return bonds, inflation expectations, and the break-even inflation rate

Christensen, Ian; Dion, Frédéric; Reid, Christopher - 2004

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The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom

Liu, Zhuoshi; Vangelista, Elisabetta; Kaminska, Iryna; … - 2015

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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

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German inflation-linked bonds : overpriced, yet undervalued

Christensen, Jens H. E.; Mouabbi, Sarah; Paulson, Caroline - 2025 - This version: January 30, 2025

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The fear premium and daily comovements of the S&P E/P ratio and treasury yields before and during the 2008 financial crisis

Faugère, Christophe (contributor) - 2013

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Stock vs. Bond yields and demographic fluctuations

Gozluklu, Arie; Morin, Annaïg - In: Journal of banking & finance 109 (2019), pp. 1-25

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On the inflation risks embedded in sovereign bond yields

Camba-Méndez, Gonzalo - 2020

by modelling the time-varying dynamics of asset returns and inflation, and then estimating the cost of hedging in ation … inflation risks are not necessarily reduced with the inclusion of real estate assets in the minimum variance portfolio. Our … investors for holding the less attractive inflation-linked debt asset. …

Persistent link: https://www.econbiz.de/10012241109