Inflation-Indexed Bonds and the Expectations Hypothesis
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- Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," NBER Working Papers 16903, National Bureau of Economic Research, Inc.
References listed on IDEAS
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More about this item
KeywordsTIPS; breakeven inflation; return predictability; bond risk premia;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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