Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Treasury inflation protected securities (TIPS)"'
Autor:
Sebastian Watzka, Florian Kajuth
Publikováno v:
The Quarterly Review of Economics and Finance. 51:225-235
We provide a critical assessment of the method used by the Cleveland Fed to correct expected inflation derived from index-linked bonds for liquidity and inflation risk premia and show how their method can be adapted to account for time-varying inflat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4e819d9c572ce6d41e74af51e6db75c
https://doi.org/10.1016/j.qref.2011.03.004
https://doi.org/10.1016/j.qref.2011.03.004
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics In this paper month-on-month inflation is forecasted using information on expected inflation by pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::a230e472e849d060fcfaff71261fbc38
https://hdl.handle.net/10362/9586
https://hdl.handle.net/10362/9586
Autor:
Khubchandani, Shaun
Publikováno v:
CMC Senior Theses.
Inflation expectations have been of great interest to economists because they predict how agents in an economy set prices and react to changes in various macroeconomic variables. The existence of Keynesian liquidity traps in Japan and the United Stat
Externí odkaz:
http://scholarship.claremont.edu/cmc_theses/48
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1049&context=cmc_theses
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1049&context=cmc_theses
TIPS breakeven inflation rate, defined as the difference between nominal and TIPS yields of comparable maturities, is potentially useful as a real-time measure of market inflation expectations. In this paper, we provide evidence that a fairly large T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ab7871a06231c1aa4af53f7af033471b
http://www.bis.org/publ/work248.htm
http://www.bis.org/publ/work248.htm
Several studies have shown that, ex-post, the issuance of Treasury Inflation-Protected Securities (TIPS) has cost U.S. taxpayers money. We propose that evaluations of the TIPS program be more comprehensive and focus on the ex-ante costs of TIPS issua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f333a9d7d2699567462aa9bbd0415375
https://hdl.handle.net/10419/60890
https://hdl.handle.net/10419/60890
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Kniha
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