The information content of Treasury inflation-indexed securities
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References listed on IDEAS
- Martin D. D. Evans, 1998. "Real Rates, Expected Inflation, and Inflation Risk Premia," Journal of Finance, American Finance Association, vol. 53(1), pages 187-218, February.
- Dominique Dupont & Brian P. Sack, 1999. "The Treasury securities market: overview and recent development," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 785-806.
- 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.
- William Poole, 1999. "Are real interest rates too high?," Speech 76, Federal Reserve Bank of St. Louis.
- Brian P. Sack, 2000. "Deriving inflation expectations from nominal and inflation-indexed Treasury yields," Finance and Economics Discussion Series 2000-33, Board of Governors of the Federal Reserve System (U.S.).
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- Kevin L. Kliesen & Frank A. Schmid, 2004. "Monetary policy actions, macroeconomic data releases, and inflation expectations," Review, Federal Reserve Bank of St. Louis, issue May, pages 9-22.
- Gilbert Cette & Marielle de Jong, 2013.
"Breakeven inflation rates and their puzzling correlation relationships,"
Taylor & Francis Journals, vol. 45(18), pages 2579-2585, June.
- Cette, G. & De Jong, M., 2012. "Breakeven inflation rates and their puzzling correlation relationships," Working papers 367, Banque de France.
- Gilbert Cette & Marielle De Jong, 2013. "Breakeven inflation rates and their puzzling correlation relationships," Post-Print hal-01500867, HAL.
- Gilbert Cette & Marielle Jong, 2013.
"Market-implied inflation and growth rates adversely affected by the Brent,"
- Cette, G. & de Jong, M., 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Working papers 433, Banque de France.
- Juan Angel Garcia & Adrian van Rixtel, 2007.
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0705, Banco de España;Occasional Papers Homepage.
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- Marielle de Jong & Gilbert Cette, 2008. "The rocky ride of break-even inflation rates," Economics Bulletin, AccessEcon, vol. 5(31), pages 1-8.
- Christensen, Ian & Frédéric Dion & Christopher Reid, 2004. "Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate," Staff Working Papers 04-43, Bank of Canada.
- Madureira, Leonardo, 2007. "The ex ante real rate and inflation premium under a habit consumption model," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 355-382, June.
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KeywordsGovernment securities ; Treasury notes;
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