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The information content of Treasury inflation-indexed securities

  • William R. Emmons

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File URL: http://research.stlouisfed.org/publications/review/00/11/0011we.pdf
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Article provided by Federal Reserve Bank of St. Louis in its journal Review.

Volume (Year): (2000)
Issue (Month): Nov ()
Pages: 25-38

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Handle: RePEc:fip:fedlrv:y:2000:i:nov:p:25-38:n:v.82no.6
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  1. 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.
  2. Dominique Dupont & Brian 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.
  3. Brian 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.).
  4. William Poole, 1999. "Are real interest rates too high?," Speech 76, Federal Reserve Bank of St. Louis.
  5. 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, 02.
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