Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Deborah N. Pittman"'
Publikováno v:
Financial Analysts Journal. 67:59-73
This event study of market efficiency found that prices of Treasury Inflation-Protected Securities (TIPS) adjust to inflation information without delay during the U.S. Consumer Price Index (CPI) survey period and even before the beginning of the surv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75898e2c2770cb6fab19bd79f3c40981
https://doi.org/10.2469/faj.v67.n2.4
https://doi.org/10.2469/faj.v67.n2.4
Publikováno v:
Applied Economics. 39:361-372
The prices of maturing US Treasury Inflation-Protected Securities (TIPS) during the last 6-month coupon period reveal whether the market is anticipating an inflationary or disinflationary regime. Against the benchmark of the Treasury bill yield to ad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40544f2f85ac124c0f276eef90630025
https://doi.org/10.1080/00036840500438939
https://doi.org/10.1080/00036840500438939
Publikováno v:
Review of Quantitative Finance and Accounting. 24:235-250
This study investigates the presence of information risk in two closely linked interest rate securities traded in separate markets: the nominal interest rate observed in the Treasury bond market and the real interest rate observed in the relatively n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4f97aaffdf38c176eeae15e6cc25c88
https://doi.org/10.1007/s11156-005-6865-5
https://doi.org/10.1007/s11156-005-6865-5
Publikováno v:
The Journal of Fixed Income. 13:90-99
During their last coupon period, Treasury Inflation-Indexed Securities (TIIS) are transformed from inflation-protection securities into Treasury bills due to the lag effect in indexing inflation. A study of the first issue of TIIS that matured on Jul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c70af154a7b0b990d927634f5000cb6a
https://doi.org/10.3905/jfi.2004.391031
https://doi.org/10.3905/jfi.2004.391031
Publikováno v:
International Review of Financial Analysis. 12:189-205
Before the introduction of Treasury Inflation-Indexed Securities (TIIS) in January 1997, the ex ante real rate in the United States was unobservable. This study describes the new Treasury security and extracts from its price a time series of ex ante
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84de5e1e8a538b1853c394f1d9979456
https://doi.org/10.1016/s1057-5219(03)00008-5
https://doi.org/10.1016/s1057-5219(03)00008-5
Publikováno v:
Journal of Business Finance & Accounting. 22:881-892
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13da579a607fadb3362ff3b74a54620a
https://doi.org/10.1111/j.1468-5957.1995.tb00395.x
https://doi.org/10.1111/j.1468-5957.1995.tb00395.x