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The behavior of government of Canada real return bond returns

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  • Peters, David W.
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    File URL: http://www.sciencedirect.com/science/article/B6W4W-4J78WYX-1/2/321467ea54e61d179eaeadb3227e045d
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    Bibliographic Info

    Article provided by Elsevier in its journal International Review of Financial Analysis.

    Volume (Year): 16 (2007)
    Issue (Month): 2 ()
    Pages: 152-171

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    Handle: RePEc:eee:finana:v:16:y:2007:i:2:p:152-171

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    Web page: http://www.elsevier.com/locate/inca/620166

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    1. Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
    2. Alan D. Viard, 1993. "The welfare gain from the introduction of indexed bonds," Proceedings, Federal Reserve Bank of Cleveland, pages 612-635.
    3. Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer, vol. 10(1), pages 1-37.
    4. Nicholas Taylor, 2000. "US inflation-indexed bonds in the long run: a hypothetical view," Applied Financial Economics, Taylor & Francis Journals, vol. 10(6), pages 667-677.
    5. Hess, Patrick J & Lee, Bong-Soo, 1999. "Stock Returns and Inflation with Supply and Demand Disturbances," Review of Financial Studies, Society for Financial Studies, vol. 12(5), pages 1203-18.
    6. Bohn, Henning, 1988. "Why do we have nominal government debt?," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 127-140, January.
    7. Richard W. Kopcke & Ralph C. Kimball, 1999. "Inflation-indexed bonds: the dog that didn't bark," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-24.
    8. Ryle Perera, 2000. "The role of index bonds in universal currency hedging," Applied Mathematical Finance, Taylor & Francis Journals, vol. 7(4), pages 271-284.
    9. Agathe Côté & Jocelyn Jacob & John Nelmes & Miles Whittingham, 1996. "Inflation expectations and Real Return Bonds," Bank of Canada Review, Bank of Canada, vol. 1996(Summer), pages 41-53.
    10. Aziz, Andrew R. & Prisman, Eliezer Z., 2000. "After-tax term structures of real interest rates: Inferences from the UK linked and non-linked gilt markets," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1433-1455, September.
    11. Khil, Jaeuk & Lee, Bong-Soo, 2000. "Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 457-482, July.
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