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Real rates, nominal rates, and the Fisherian link
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: International Review of Financial Analysis 12 (2003) 2, pp. 189-205
Persistent link: https://www.econbiz.de/10005229039
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Real rates, nominal rates, and the Fisherian link
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: International review of financial analysis 12 (2003) 2, pp. 189-205
Persistent link: https://www.econbiz.de/10001769983
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Information content of maturing TIIS
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: The journal of fixed income 13 (2004) 4, pp. 90-99
Persistent link: https://www.econbiz.de/10002030050
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Information risk in TIPS market : an analysis of nominal and real interest rates
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10002851900
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When do TIPS prices adjust to inflation information?
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 59-73
Persistent link: https://www.econbiz.de/10008991950
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Inflation or disinflation? : evidence from maturing US Treasury Inflation-Protected Securities
Chu, Quentin C.; Pittman, Deborah N.; Chen, Jeng-hong - In: Applied economics 39 (2007) 1/3, pp. 361-372
Persistent link: https://www.econbiz.de/10003427310
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Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10007150098
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INFORMATION CONTENT OF MATURING TIIS
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: The journal of fixed income 13 (2004) 4, pp. 90
Persistent link: https://www.econbiz.de/10007154577
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Real rates, nominal rates, and the Fisherian link
Chu, Quentin C.; Pittman, Deborah N.; Yu, Linda Q. - In: International review of financial analysis 12 (2003) 2, pp. 189-206
Persistent link: https://www.econbiz.de/10007160280
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On the Inflation Risk Premium
Chu, Quentin C.; Lee, Cheng F.; Pittman, Deborah N. - In: Journal of business finance & accounting : JBFA 22 (1995) 6, pp. 881-892
Persistent link: https://www.econbiz.de/10007006312