Search Results - subject_exact:"Inflationsindexierte Anleihe"

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Inflation targeting and the dynamics of inflation risk premia in South Africa's bond market

Allison, Chloë; Wet, Theuns de - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015624793

On the limits of hedging inflation risk in investment portfolios

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2026 - This version: April 9, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015632820

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On the limits of hedging inflation risk in investment portfolios

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2025

Book / Working Paper

On the limits of hedging inflation risk in investment portfolios

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2025 - This version: October 7, 2025

Edition: This version: October 7, 2025

Book / Working Paper

Hedging against inflation : international evidence on investor clientele effects

Boermans, Martijn; Swinkels, Laurens - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638014

German inflation-linked bonds : overpriced, yet undervalued

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210558

Hedging against inflation : international evidence on investor clientele effects in the bond market

Boermans, Martijn; Swinkels, Laurens - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416210

Where the bondholders are : indexes, pension funds, and investor bases in emerging markets

Cormier, Ben - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550820

A safe haven index

Baur, Dirk; Dimpfl, Thomas; Pena, Javier - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562542

Do inflation-linked bonds predict future inflation? : a reassessment using novel methodologies and instruments

Araújo, Gustavo Silva; Bergallo, José Ignacio Ándres; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015597227

The role of rare earth and metallic mineral prices and sovereign inflation-linked bonds in AI-driven fintech industrial development amid the Russia-Ukraine conflict : a dynamic quantile analysis approach

Islam, Md. Monirul; Ahmed, Faroque; Shahbaz, Muhammad - 2025

AI-driven fintech industries face critical vulnerabilities from volatile rare earth and metallic mineral prices, geopolitical instability, and inflationary pressures. Sovereign inflation-linked bonds serve as incentives for investors in technological industries, despite the risks associated with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654725

Macroeconomic drivers of inflation expectations and inflation risk premia

Boeckx, Jef; Iania, Leonardo; Wauters, Joris - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339143

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Macroeconomic drivers of inflation expectations and inflation risk premia

Boeckx, Jef; Iania, Leonardo; Wauters, Joris - 2024

Book / Working Paper

Mispricing in inflation markets

Barria, Rodrigo; Pinter, Gabor - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014373722

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014306673

The role of inflation-linked debt in US government finances

Rauh, Joshua - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014476587

One asset does not fit all : inflation hedging by index and horizon

D'Amico, Stefania; King, Thomas B. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015425420

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One asset does not fit all : inflation hedging by index and horizon

D'Amico, Stefania; King, Thomas B. - 2023

Book / Working Paper

Fixed income index funds : demystifying portfolio construction and rebalancing

Laipply, Stephen; Madhavan, Ananth Narayan; Mauro, James; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651753

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013403645

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013403738

The capital-protection capacity of emerging markets inflation-linked bonds

Jong, Marielle de; Swinkels, Laurens - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014232012

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The Capital-Protection Capacity of Emerging-Markets Inflation-Linked Bonds

Jong, Marielle de; Swinkels, Laurens - 2022

Book / Working Paper

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014082224

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The Procyclicality of Inflation-Linked Debt

Pinter, Gabor - 2022

Book / Working Paper

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013463289

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Inflation hedging on main street? : evidence from retail tips fund flows

Nagel, Stefan; Yan, Zhen - 2022

Book / Working Paper

Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows

Nagel, Stefan; Yan, Zhen - 2022

Book / Working Paper

Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows

Nagel, Stefan; Yan, Zhen (Zach) - 2022

Book / Working Paper

Inflation Hedging on Main Street? Evidence from Retail Tips Fund Flows

Nagel, Stefan; Yan, Zhen (Zach) - 2022

Book / Working Paper

Optimal GDP-indexed bonds

Önder, Yasin Kürşat - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014472116

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Optimal GDP-indexed bonds

Önder, Yasin Kürşat - 2022

Book / Working Paper

Optimal GDP-Indexed Bonds

Önder, Yasin Kürşat - 2022

Book / Working Paper

The new bond on the block : designing a carbon-linked bond for sustainable investment projects

Dahlen, Niklas; Fehrenkötter, Rieke; Schreiter, Maximilian - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014631543

A comparison of index-linked annuities

Moenig, Thorsten; Samuelson, Bobby - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014513811

Time and frequency domain connectedness between Green Bond Index and financial markets : are there any diversification benefits?

Dimitriou, Dimitrios; Tsioutsios, Alexandros; Simos, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015559236

A non-knotty inflation risk premium model

Vicente, José Valentim Machado - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014299150

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A non-knotty inflation risk premium model

Vicente, José Valentim Machado - 2021

Book / Working Paper

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

Westerhout, Ed W. M. T. - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012404622

The blueness index, investment choice, and portfolio allocation

Mumtaz, Muhammad Zubair; Smith, Zachary A. - 2021

Recently, the concept of "blue finance" was introduced to the world. Blue finance envisages that ocean firms issue financial instruments to obtain funds and take necessary measures to make the ocean environment blue. To measure the blueness of a firm, we estimate the blueness index using GHG...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012493872

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013215351

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The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program

Brown, Jeffrey R. - 1999

Book / Working Paper

The invention of inflation-indexed bonds in early America

Shiller, Robert J. - 2003

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10001880082

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The invention of inflation-indexed bonds in early America

Shiller, Robert J. - 2003

Book / Working Paper

The Invention of Inflation-Indexed Bonds in Early America

Shiller, Robert J. - 2021

Book / Working Paper

The Invention of Inflation-Indexed Bonds in Early America

Shiller, Robert J. - 2003

Book / Working Paper

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013243578

Inflation Risks and Inflation Risk Premia

Garcia, Juan Angel; Werner, Thomas - 2021

This paper investigates the link between the perceived inflation risks in macroeconomic forecasts and the inflation risk premia embodied in financial instruments. We first provide some stylized facts about the term structure of inflation compensation, inflation expectations and inflation risk...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013316233

The Term Structure of Euro Area Break-Even Inflation Rates : The Impact of Seasonality

Ejsing, Jacob Wellendorph; Garcia, Juan Angel; Werner, … - 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013316774

Inflation-Linked Bonds from a Central Bank Perspective

Garcia, Juan Angel; Rixtel, Adrian A. R. J. M. van - 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013317177

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Inflation-linked bonds from a central bank perspective

Garcia, Juan Angel - 2007

Book / Working Paper

Inflation-linked bonds from a Central Bank perspective

Garcia, Juan Angel; Rixtel, Adrian A. R. J. M. van - 2007

Book / Working Paper

Optimal management of indexed and nominal debt

Barro, Robert J. - 2003

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10001793634

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Optimal management of indexed and nominal debt

Barro, Robert J. - 2002

Article

Optimal management of indexed and nominal debt

Barro, Robert J. - 1998

Book / Working Paper

Optimal management of indexed and nominal debt

Barro, Robert J. - 1997

Book / Working Paper

Optimal Management of Indexed and Nominal Debt

Barro, Robert J. - 2021

Book / Working Paper

Optimal Management of Indexed and Nominal Debt

Barro, Robert J. - 1997

Book / Working Paper

A Scorecard for Indexed Government Debt

Campbell, John Y.; Shiller, Robert J. - 2021

Within the last five years, Canada, Sweden and New Zealand have joined the ranks of the United Kingdom and other countries in issuing government bonds that are indexed to inflation. Some observers of the experience in these countries have argued that the United States should follow suit. This...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013234354

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A Scorecard for Indexed Government Debt

Campbell, John Y.; Shiller, Robert J. - 1999

Book / Working Paper

A Scorecard for Indexed Government Debt

Campbell, John Y. - 1996

Book / Working Paper

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013238926

Extending the Barcap Back to 1900 : Introducing a New Total Bond Index

McQuarrie, Edward F. - 2021

The Lehman / Barclay’s / Bloomberg Aggregate Bond Index dates to the 1970s. Historical back tests of investment strategies and outcomes that extend past 1973 have had to use either long bonds or short Treasuries. In terms of capturing returns over a complete market cycle, both long and short...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013323398

On the inflation risks embedded in sovereign bond yields

Camba-Méndez, Gonzalo - 2020

The purpose of this paper is to study the compensation for in ation risks priced in sovereign bond yields. And we do so by modelling the time-varying dynamics of asset returns and inflation, and then estimating the cost of hedging in ation risks from the perspective of a well diversified...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012241109

Break-even inflation rates : the Italian case

Di Iorio, Alberto; Fanari, Marco - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012313914

Index Fund Enforcement

Platt, Alexander I. - 2020

Corporate America today is astonishingly beholden to three large financial institutions: BlackRock, Vanguard, and State Street Global Advisors. As investors have moved their money into low cost, highly-diversified investment vehicles known as index funds, the so-called “Big Three”...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014352340

Oil and Inflation Compensation : Evidence from Treasury Inflation-Protected Security Prices

Chang, Hao - 2020

Why did the correlation between oil prices and 10-year TIPS Break-even Inflation, a measure of long-term inflation compensation, increase dramatically after the financial crisis? Using a shadow-rate no-arbitrage term structure model, we demonstrate that this is because when nominal interest...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012847851

Optimal investment for defined-contribution pension plans under money illusion

Wei, Pengyu; Yang, Charles - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014342057

Inflation hedging products

D'Amico, Stefania; King, Thomas B. - 2023

We discuss the possibilities for hedging inflation in U.S. financial markets, reviewing the literature and providing some new evidence. We emphasize that there is no one-size-fits-all approach to inflation hedging; the optimal hedge depends on the particular types of prices that an investor is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331090

Inflation-adjusted bonds, swaps, and derivatives

Jarrow, Robert A.; Yildirim, Yildiray - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014426345

What drives the TIPS-Treasury bond mispricing?

Ahn, Jungkyu; Ahn, Yongkil - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014477130

Inflation-linked bonds and derivatives : investing, hedging and valuation principles for practitioners

James, Jessica; Leister, Michael; Rieger, Christoph - 2023

Disruptions in supply chains and consumption patterns triggered by the pandemic together with stimulus packages and the energy crisis have catapulted inflation rates to levels last seen in the 1970s. For inflation markets, it’s hard to understate this sudden and enormous change in fortunes....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014550635

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