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Intertemporal Asset Allocation with Inflation-Indexed Bonds

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Author Info
C. Chiarella () (Economics University Bielefeld)
C. Hsiao

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Abstract

When one constructs long-term investment plan, one needs to consider the fact that long-term bonds are still exposed to inflation risk. This paper studies the intertemporal portfolio-consumption decision where the investment opportunities include "inflation-indexed bonds" -- a modern financial asset for hedging inflation risks. It is assumed that as well as optimising the agents use non-linear filtering methods to estimate the unobservable variables which drive the asset returns. The model will be calibrated to empirical data. Investment strategies and total utilities will be compared with and without the inflation-indexed bonds

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2005 with number 168.

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Date of creation: 11 Nov 2005
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Handle: RePEc:sce:scecf5:168

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Related research
Keywords: Inflation-Indexed Bonds; Non-linear Filtering; Intertemporal Optimization;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

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This page was last updated on 2009-11-27.


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