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Year of publication
Subject
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Indexanleihe 517 Index-linked bond 492 Theorie 153 Theory 151 Inflation 134 Öffentliche Anleihe 121 Public bond 118 USA 115 United States 112 Inflationserwartung 92 Zinsstruktur 91 Inflation expectations 90 Yield curve 90 Anleihe 83 Großbritannien 83 United Kingdom 82 Bond 81 Indexbindung 81 Indexation 80 Portfolio selection 71 Portfolio-Management 71 Risikoprämie 55 Risk premium 55 Real interest rate 45 Realzins 45 Rentenmarkt 44 Schätzung 42 Bond market 41 Estimation 41 Staatspapier 41 Government securities 40 Welt 39 Inflationsrate 38 World 37 Inflation rate 36 Geldpolitik 35 Monetary policy 34 EU-Staaten 33 Derivat 31 Derivative 31
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Online availability
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Free 173 Undetermined 49
Type of publication
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Book / Working Paper 262 Article 255
Type of publication (narrower categories)
All
Article in journal 199 Aufsatz in Zeitschrift 199 Working Paper 129 Graue Literatur 123 Non-commercial literature 123 Arbeitspapier 121 Aufsatz im Buch 45 Book section 45 Hochschulschrift 10 Thesis 9 Collection of articles of several authors 6 Sammelwerk 6 Amtsdruckschrift 3 Aufsatzsammlung 3 Case study 3 Fallstudie 3 Government document 3 Handbook 3 Handbuch 3 Article 2 Collection of articles written by one author 2 Einführung 2 Glossar enthalten 2 Glossary included 2 Konferenzschrift 2 Research Report 2 Sammlung 2 Bibliografie 1 Conference proceedings 1 Dissertation u.a. Prüfungsschriften 1 Forschungsbericht 1 Guidebook 1 Ratgeber 1
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Language
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English 469 German 35 Undetermined 6 French 2 Portuguese 2 Spanish 2 Italian 1
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Author
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Campbell, John Y. 11 Christensen, Jens H. E. 11 Fischer, Stanley 9 Barr, David G. 8 Viceira, Luis M. 8 Reschreiter, Andreas 7 Shiller, Robert J. 7 Barro, Robert J. 6 Fleckenstein, Matthias 6 Jong, Marielle de 6 Sack, Brian 6 Benlagha, Noureddine 5 Brown, Jeffrey R. 5 Cette, Gilbert 5 Garcia, Juan Angel 5 Longstaff, Francis A. 5 Mitchell, Olivia S. 5 Poterba, James M. 5 Wurgler, Jeffrey 5 Cornelius, Peter 4 Durdu, Ceyhun Bora 4 Goetzmann, William N. 4 Gottschling, Andreas 4 Landskroner, Yoram 4 Massa, Massimo 4 Mauro, Paolo 4 Nagel, Stefan 4 Rudebusch, Glenn D. 4 Swinkels, Laurens 4 Yan, Zhen 4 Alfaro, Laura 3 Andreasen, Martin Møller 3 Auckenthaler, Julia 3 Bodie, Zvi 3 Breedon, Francis J. 3 Bräuninger, Michael 3 Ciocyte, Ona 3 Deacon, Mark 3 Ebertz, Thomas 3 Ermolov, Andrey 3
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Institution
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National Bureau of Economic Research 14 Federal Reserve System / Board of Governors 2 Bank of England 1 Bank of England / Monetary Analysis Division 1 Ernst-Moritz-Arndt-Universität Greifswald 1 Europäische Zentralbank 1 Internationaler Währungsfonds 1 Internationaler Währungsfonds / Monetary and Exchange Affairs Department 1 Pensions Institute 1 Société Universitaire Européene de Recherches Financières 1 Verlag Dr. Kovač 1 Walter de Gruyter GmbH & Co. KG 1 World Bank 1
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Published in...
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Inflation risks and products : the complete guide 14 NBER working paper series 14 Working paper / National Bureau of Economic Research, Inc. 14 NBER Working Paper 10 Journal of banking & finance 9 Working papers series / Federal Reserve Bank of San Francisco 6 Finance and economics discussion series 5 Sovereign GDP-linked bonds : rationale and design 5 The journal of fixed income 5 The journal of futures markets 5 Die Bank 4 Economics letters 4 IMF working paper 4 Indexing, inflation and economic policy 4 Journal of empirical finance 4 The journal of finance : the journal of the American Finance Association 4 Cowles Foundation discussion paper 3 Economic theory : official journal of the Society for the Advancement of Economic Theory 3 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 3 Inflation-sensitive assets : Instruments and strategies 3 International finance discussion papers 3 Kredit und Kapital 3 Série de trabalhos para discussão 3 The European journal of finance 3 Working paper series / Federal Reserve Bank of Atlanta 3 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 3 Applied econometrics and international development 2 Applied economics 2 Applied economics letters 2 Applied financial economics 2 Banking review 2 Business economics : the journal of the National Association for Business Economists 2 Department of Economics discussion paper series 2 Discussion paper / Center for Economic Research, Tilburg University 2 Discussion paper series / Harvard Institute of Economic Research 2 Discussion papers / CEPR 2 Document de travail 2 Documentos de trabajo / Banco Central de Chile 2 Documents de travail / Banque de France 2 ECB Occasional Paper 2
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Source
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ECONIS (ZBW) 500 EconStor 12 USB Cologne (EcoSocSci) 4 OLC EcoSci 1
Showing 1 - 50 of 517
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One asset does not fit all : inflation hedging by index and horizon
D'Amico, Stefania; King, Thomas B. - 2023
We examine the inflation-hedging properties of various financial assets and portfolios by estimating simple time-series models of the joint dynamics of each asset-inflation pair, for multiple inflation indices and at horizons from one month to 30 years. There is no one-size-fits-all approach to...
Persistent link: https://ebtypo.dmz1.zbw/10014249866
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The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando; Eggert Christensen, … - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014287812
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Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944
Persistent link: https://ebtypo.dmz1.zbw/10014306673
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The Procyclicality of Inflation-Linked Debt
Pinter, Gabor - 2022
This paper uses UK time-series data to document that the ratio of inflation-linked debt to total public debt (“linker share”) is procyclical. The business cycle properties of the linker share indicate a positive relationship with inflation, even after controlling for breakeven inflation....
Persistent link: https://ebtypo.dmz1.zbw/10014082224
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Optimal GDP-indexed bonds
Onder, Yasin Kursat - 2022
Persistent link: https://ebtypo.dmz1.zbw/10014229370
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Bond (Obligasi)
Tiong, Grenada - 2022
Bonds are debt securities issued by debtors to creditors. In short, bonds are debt securities that can be purchased and the buyer will benefit in the form of interest later. The bonds contain the due date for payment of debt and interest. The interest on a bond is called a coupon. Coupons must...
Persistent link: https://ebtypo.dmz1.zbw/10013403645
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Bonds
Tapundu, Rismita Fransiska - 2022
Obligations are debt securities from the private sector or the government to the public, both domestic and international, with an imbalance of coupons or discounts and principal repayments of more than one year. Coupons are fixed rate or floating rate or a combination of fixed rate and floating rate
Persistent link: https://ebtypo.dmz1.zbw/10013403738
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Sustainable Bonds
Mathew, Sudha; Sivaprasad, Sheeja - 2022
This study examines the performance of corporate sustainable bonds. Unlike traditional bonds, the proceeds of sustainable bonds are utilized for financing projects to bring about environmental and socio-economic benefits. First, we analyse the market reaction to traditional and sustainable bond...
Persistent link: https://ebtypo.dmz1.zbw/10013403339
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Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows
Nagel, Stefan; Yan, Zhen - 2022
Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...
Persistent link: https://ebtypo.dmz1.zbw/10014290028
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Optimal GDP-Indexed Bonds
Önder, Yasin Kürşat - 2022
I investigate the introduction of GDP-indexed bonds as an additional source of government borrowing in a quantitative default model. The idea of linking debt payments to developments in GDP resurfaced with the 1980s debt crisis and peaked with the COVID-19 outbreak. I show that the gains from...
Persistent link: https://ebtypo.dmz1.zbw/10014258688
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Inflation hedging on main street? : evidence from retail TIPS fund flows
Nagel, Stefan; Yan, Zhen - 2022
Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...
Persistent link: https://ebtypo.dmz1.zbw/10013463289
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The Procyclicality of Inflation-Linked Debt
Pinter, Gabor - 2022
UK time-series data are used to document that the ratio of inflation-linked debt to total public debt (“linker share”) is procyclical. The business cycle properties of the linker share indicate a positive relationship with inflation, even after controlling for breakeven inflation. This can...
Persistent link: https://ebtypo.dmz1.zbw/10013289568
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The Capital-Protection Capacity of Emerging-Markets Inflation-Linked Bonds
de Jong, Marielle; Swinkels, Laurens - 2022
We investigate the capital-protection property of inflation-linked bonds in an international context over the period 2012 to 2022. Inflation-linked bonds compensate domestic investors for loss of local purchasing power. Whether the bonds protect foreign investors effectively depends on the...
Persistent link: https://ebtypo.dmz1.zbw/10013405694
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Inflation-linked bonds, nominal bonds, and countercyclical monetary polices
Westerhout, Ed W. M. T. - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012404622
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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012549826
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The Invention of Inflation-Indexed Bonds in Early America
Shiller, Robert J. - 2021
The world's first known inflation-indexed bonds were issued by the Commonwealth of Massachusetts in 1780 during the Revolutionary War. These bonds were invented to deal with severe wartime inflation and with angry discontent among soldiers in the U.S. Army with the decline in purchasing power of...
Persistent link: https://ebtypo.dmz1.zbw/10013230809
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Optimal Management of Indexed and Nominal Debt
Barro, Robert J. - 2021
A tax-smoothing objective is used to assess the optimal consumption of public debt with respect to maturity and contingencies. This objective motivates the government to make its debt payout contingent on the levels of public outlay and the tax base. If these contingencies are present, but asset...
Persistent link: https://ebtypo.dmz1.zbw/10013224323
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A Proposal for Index-Linked Carbon Bonds
Mainelli, Michael - 2021
The Long Finance and London Accord community (over 48 financial institutions, thousands of people in finance and some 250 reports since 2005) has developed a simple, almost subversive, proposal for on climate change finance – index-linked carbon bonds. An indexlinked carbon bond is a...
Persistent link: https://ebtypo.dmz1.zbw/10013238926
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GDP-Linked Bonds as a New Asset Class
Papavassiliou, Ellie; Topaloglou, Nikolas; Zenios, … - 2021
We show that GDP-linked bonds can provide diversification benefits to investors. We use a stochastic spanning methodology which makes no assumptions on the distri- butional characteristics of the returns of these novel instruments and test both floaters and linkers. None of these types of...
Persistent link: https://ebtypo.dmz1.zbw/10013211393
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Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies
Westerhout, Ed - 2021
Although inflation-linked bonds have many advantages, nominal bonds are the most important instrument to finance public debts throughout the world. One explanation that the literature has offered is that nominal bonds make countercyclical monetary policies more effective. This paper reconsiders...
Persistent link: https://ebtypo.dmz1.zbw/10013243578
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The Term Structure of Euro Area Break-Even Inflation Rates : The Impact of Seasonality
Ejsing, Jacob; Garcia, Juan A.; Werner, Thomas - 2021
This paper provides a toolkit for extracting accurate information about inflation expectations using inflation-linked bonds. First, we show how to estimate term structures of zero-coupon real rates and break-even inflation rates (BEIRs) in the euro area. This improves the analysis of...
Persistent link: https://ebtypo.dmz1.zbw/10013316774
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Inflation-Linked Bonds from a Central Bank Perspective
Garcia, Juan A.; van Rixtel, Adrian A. R. J. M. - 2021
Inflation-linked bond markets have experienced significant growth in recent years. This growth is somewhat surprising, for inflation-linked bonds cannot be considered a financial innovation and their development has taken place in a period of historically low global inflation and inflation...
Persistent link: https://ebtypo.dmz1.zbw/10013317177
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The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program
Brown, Jeffrey R.; Mitchell, Olivia S.; Poterba, James M. - 2021
We explore four issues concerning annuitization options that retirees might use in the decumulation phase of an individual accounts' retirement saving system. First, we investigate the operation of both real and nominal annuity individual annuity markets in the United Kingdom. The widespread...
Persistent link: https://ebtypo.dmz1.zbw/10013215351
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Indonesia : selected issues
Internationaler Währungsfonds - 2021
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10012516490
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Risk and return in the foreign exchange market : measurement without VARs
Luo, Shaowen - In: International finance : the only journal bridging the … 26 (2023) 1, pp. 64-81
Persistent link: https://ebtypo.dmz1.zbw/10014252174
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Inflation-linked bonds and derivatives : investing, hedging and valuation principles for practitioners
James, Jessica; Leister, Michael; Rieger, Christoph - 2023
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10012990205
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Inflation hedging products
D'Amico, Stefania; King, Thomas B. - In: Research handbook of financial markets, (pp. 470-489). 2023
Persistent link: https://ebtypo.dmz1.zbw/10014331090
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Break-even inflation rates : the Italian case
Di Iorio, Alberto; Fanari, Marco - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012313914
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Market-based long-term inflation expectations in Japan : a refinement on breakeven inflation rates
Hiraki, Kazuhiro; Hirata, Wataru - 2020
Persistent link: https://ebtypo.dmz1.zbw/10014290752
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Rational Models for Inflation-Linked Derivatives
Dam, Henrik - 2020
We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state variables. The nominal pricing kernel is constructed in a...
Persistent link: https://ebtypo.dmz1.zbw/10012853013
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GDP-Linked Bonds as a New Asset Class
Papavassiliou, Ellie - 2020
We show that GDP-linked bonds can provide diversification benefits to investors. We use a stochastic spanning methodology which makes no assumptions on the distributional characteristics of the returns of these innovative instruments and apply to test both floaters and linkers. We find that both...
Persistent link: https://ebtypo.dmz1.zbw/10012832887
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Inflation hedging on main street? : evidence from retail tips fund flows
Nagel, Stefan; Yan, Zhen - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013457728
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Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows
Nagel, Stefan; Yan, Zhen - National Bureau of Economic Research - 2022
Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...
Persistent link: https://ebtypo.dmz1.zbw/10013462740
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It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten - In: The journal of risk & insurance 89 (2022) 2, pp. 339-369
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The procyclicality of inflation-linked debt
Pintér, Gábor - In: Economics letters 218 (2022), pp. 1-4
Persistent link: https://ebtypo.dmz1.zbw/10013466386
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Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.; Spiegel, Mark - In: Journal of econometrics 231 (2022) 2, pp. 410-431
Persistent link: https://ebtypo.dmz1.zbw/10013464829
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Break-even inflation rates : the Italian case
Fanari, Marco; Di Iorio, Alberto - In: Studies in economics and finance 39 (2022) 4, pp. 697-721
Persistent link: https://ebtypo.dmz1.zbw/10013355233
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The capital-protection capacity of emerging markets inflation-linked bonds
Jong, Marielle de; Swinkels, Laurens - In: The journal of portfolio management : JPM 48 (2022) 8, pp. 127-138
Persistent link: https://ebtypo.dmz1.zbw/10014232012
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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24
Persistent link: https://ebtypo.dmz1.zbw/10012420426
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Assessing abenomics : evidence from inflation-indexed Japanese government bonds
Christensen, Jens H. E.; Spiegel, Mark - 2019 - This version: May 7, 2019
Persistent link: https://ebtypo.dmz1.zbw/10012057488
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Nominal GDP growth indexed bonds : business cycle and welfare effects within the framework of New Keynesian DSGE model
Kwon, Yongo - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012005633
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Breakeven inflation rate estimation: an alternative approach considering indexation lag and seasonality
Val, Flávio de Freitas; Araújo, Gustavo Silva - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012010418
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Inflation – Indexed Bonds and Derivatives
Kwanti, Evelyn; tjoputra, chesya - 2019
This chapter provides an introduction to index-linked securities, including inflation-indexed securities such as TIPS issued by the U.S. government and index-linked gilts issued by the UK government. Basic concepts of bond purpose and design are described in summary, followed by a detailed look...
Persistent link: https://ebtypo.dmz1.zbw/10014108712
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Oil Price, Bond Return, and Breakeven Inflation
Jiang, Haibo - 2019
Compared with stocks, bonds are more directly affected by fluctuations in oil prices through the expected inflation component in nominal bond yields. Surprisingly, prior literature finds little predictive power of oil price changes on bond excess returns. This finding is counter intuitive,...
Persistent link: https://ebtypo.dmz1.zbw/10012900206
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Portfolio Selection with Inflation-linked Bonds and Indexation Lags
Li, Kai - 2019
We derive the price of inflation-indexed bonds of which the payments are linked to a lagged price index, and solve for the optimal bond portfolio under both inflation and indexation lags in closed form. We show that indexation lags increase the number of state variables characterizing both the...
Persistent link: https://ebtypo.dmz1.zbw/10012872319
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Inflation-linked bonds as a separate asset class : evidence from emerging and developed markets
Chopra, Monika; Mehta, Chhavi; Srivastava, Aman - In: Global business review 22 (2021) 1, pp. 219-235
Persistent link: https://ebtypo.dmz1.zbw/10012483262
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When and where is it cheaper to issue inflation-linked debt?
Ermolov, Andrey - In: Review of asset pricing studies : RAPS 11 (2021) 3, pp. 610-653
Persistent link: https://ebtypo.dmz1.zbw/10012620090
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International yield co-movements
Bekaert, Geert; Ermolov, Andrey - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012590876
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The TIPS liquidity premium
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1639-1675
Persistent link: https://ebtypo.dmz1.zbw/10012694409
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Drivers of inflation-linked public debt : an empirical investigation
Gomez-Gonzalez, Patricia - In: International economics and economic policy 18 (2021) 1, pp. 223-244
Persistent link: https://ebtypo.dmz1.zbw/10012499762
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